+99.7%
TXN vs URA
-32.2%
+131.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | +1.0% | -10.5% | +11.6% | +4.7% |
| 30D | +6.1% | -18.6% | +24.8% | +13.2% |
| 3M | +10.4% | -23.0% | +33.4% | +19.2% |
| 6M | +12.6% | -40.3% | +52.9% | +29.7% |
| YTD | +83.5% | -23.5% | +106.9% | +97.0% |
| 1Y | +99.7% | -31.1% | +130.8% | +121.0% |
| All | +99.7% | -32.2% | +131.9% | +121.0% |
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