+25.8%
TXG vs URA
+409.2%
-383.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.6% |
| 7D | +5.0% | -1.5% | +6.5% | +5.8% |
| 30D | +13.5% | -0.4% | +13.9% | +13.8% |
| 3M | +128.0% | +6.3% | +121.8% | +122.0% |
| 6M | +224.4% | -14.0% | +238.4% | +245.7% |
| YTD | +307.0% | +5.3% | +301.7% | +287.0% |
| 1Y | +427.2% | +11.7% | +415.6% | +375.9% |
| 3Y | +40.2% | +109.8% | -69.6% | -16.1% |
| 5Y | -64.0% | +108.0% | -172.0% | -79.3% |
| All | +25.8% | +409.2% | -383.4% | -55.9% |
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