-64.4%
TXG vs URA
+131.0%
-195.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.1% |
| 7D | +9.4% | +8.1% | +1.3% | +5.2% |
| 30D | +26.1% | +5.8% | +20.3% | +22.6% |
| 3M | +124.8% | +3.4% | +121.4% | +121.2% |
| 6M | +215.2% | -2.6% | +217.9% | +216.1% |
| YTD | +302.2% | +11.2% | +291.0% | +271.2% |
| 1Y | +370.9% | +19.8% | +351.1% | +307.3% |
| 3Y | +38.5% | +121.5% | -82.9% | -23.1% |
| 5Y | -64.4% | +134.5% | -198.8% | -81.6% |
| All | -64.4% | +131.0% | -195.4% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling