+56.4%
TXN vs URA
+121.8%
-65.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | 0.0% |
| 7D | +2.0% | -1.5% | +3.5% | +2.3% |
| 30D | -8.0% | -0.4% | -7.6% | -8.0% |
| 3M | -7.8% | +6.3% | -14.0% | -9.3% |
| 6M | +32.4% | -14.0% | +46.4% | +36.3% |
| YTD | +51.7% | +5.3% | +46.4% | +47.7% |
| 1Y | +44.3% | +11.7% | +32.6% | +36.4% |
| 3Y | +71.3% | +109.8% | -38.5% | +30.6% |
| 5Y | +56.4% | +108.0% | -51.5% | +15.6% |
| All | +56.4% | +121.8% | -65.4% | +15.6% |
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