+91.8%
AUR vs TXT
+4.6%
+87.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -1.9% |
| 7D | +0.2% | -0.2% | +0.4% | +0.4% |
| 30D | -8.9% | -10.2% | +1.3% | +0.1% |
| 3M | +4.6% | -13.3% | +17.9% | +17.3% |
| 6M | +44.9% | -14.4% | +59.2% | +63.9% |
| YTD | +64.8% | -9.1% | +73.9% | +73.2% |
| 1Y | +16.4% | -2.2% | +18.5% | +13.6% |
| All | +91.8% | +4.6% | +87.2% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling