+434.5%
TXG vs URA
+16.3%
+418.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.2% |
| 7D | +9.1% | +5.7% | +3.4% | +6.5% |
| 30D | +14.9% | +5.6% | +9.3% | +12.3% |
| 3M | +120.0% | +6.2% | +113.8% | +114.6% |
| 6M | +221.8% | -8.2% | +230.1% | +227.7% |
| YTD | +312.6% | +9.7% | +302.9% | +295.3% |
| All | +434.5% | +16.3% | +418.1% | +386.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling