+243.6%
UMC vs TXT
+328.0%
-84.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +5.0% | -4.8% | +9.7% | +7.0% |
| 30D | +7.7% | -10.6% | +18.3% | +12.5% |
| 3M | +1.7% | -13.2% | +14.8% | +7.0% |
| 6M | +113.9% | -20.3% | +134.3% | +132.7% |
| YTD | +168.9% | -9.3% | +178.2% | +176.9% |
| 1Y | +207.2% | -2.7% | +209.9% | +206.6% |
| 3Y | +227.7% | +1.4% | +226.3% | +215.3% |
| 5Y | +118.0% | +9.6% | +108.5% | +102.9% |
| 10Y | +1,682.1% | +94.9% | +1,587.2% | +1,068.2% |
| All | +243.6% | +328.0% | -84.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling