-35.7%
AUR vs TXT
+19.1%
-54.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | -0.5% |
| 7D | +1.4% | +2.5% | -1.0% | -0.8% |
| 30D | -6.4% | -8.9% | +2.4% | +1.8% |
| 3M | +7.7% | -13.6% | +21.3% | +21.9% |
| 6M | +44.5% | -13.1% | +57.6% | +62.3% |
| YTD | +67.4% | -7.0% | +74.5% | +73.9% |
| 1Y | +15.4% | -1.4% | +16.8% | +13.3% |
| 3Y | +94.8% | +7.0% | +87.9% | +75.6% |
| 5Y | -35.1% | +15.4% | -50.5% | -45.2% |
| All | -35.7% | +19.1% | -54.8% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling