+18.8%
TXG vs URA
+421.2%
-402.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.3% |
| 30D | +32.0% | +7.4% | +24.6% | +27.7% |
| 3M | +87.0% | -8.4% | +95.4% | +95.0% |
| 6M | +180.1% | -12.7% | +192.8% | +196.1% |
| YTD | +284.1% | +7.8% | +276.3% | +261.2% |
| 1Y | +361.7% | +19.5% | +342.2% | +302.9% |
| 3Y | +15.9% | +116.4% | -100.5% | -31.7% |
| 5Y | -66.2% | +134.3% | -200.5% | -81.5% |
| All | +18.8% | +421.2% | -402.4% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling