+89.0%
TXN vs URA
+37.5%
+51.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | -0.5% | +2.9% | -3.4% | -1.2% |
| 30D | +10.5% | -10.8% | +21.3% | +14.1% |
| 3M | +10.7% | -25.5% | +36.2% | +19.7% |
| 6M | +5.1% | -41.2% | +46.3% | +20.6% |
| YTD | +82.5% | -21.3% | +103.7% | +91.6% |
| 1Y | +98.2% | -25.7% | +123.9% | +110.6% |
| 3Y | +128.4% | +43.1% | +85.3% | +87.9% |
| 5Y | +89.0% | +35.6% | +53.4% | +49.4% |
| All | +89.0% | +37.5% | +51.5% | +49.4% |
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