+12.0%
TXG vs URA
+266.2%
-254.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -0.9% | -2.8% |
| 7D | +1.8% | +4.5% | -2.7% | -0.2% |
| 30D | -17.7% | -13.4% | -4.2% | -10.8% |
| 3M | +2.3% | -28.4% | +30.7% | +20.9% |
| 6M | +182.5% | -40.5% | +223.0% | +262.8% |
| YTD | +262.4% | -24.3% | +286.6% | +306.1% |
| 1Y | +254.1% | -28.8% | +282.9% | +306.1% |
| 3Y | +66.6% | +37.6% | +29.0% | +24.8% |
| 5Y | -64.5% | +30.7% | -95.2% | -74.3% |
| All | +12.0% | +266.2% | -254.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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