+1,411.3%
TXN vs URA
-51.6%
+1,462.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +2.0% |
| 7D | +12.3% | +4.5% | +7.9% | +10.8% |
| 30D | +9.1% | -13.4% | +22.5% | +14.0% |
| 3M | +13.5% | -28.4% | +41.9% | +25.0% |
| 6M | +6.9% | -40.5% | +47.4% | +24.2% |
| YTD | +84.0% | -24.3% | +108.3% | +96.0% |
| 1Y | +95.8% | -28.8% | +124.6% | +111.7% |
| 3Y | +130.3% | +37.6% | +92.7% | +92.6% |
| 5Y | +89.2% | +30.7% | +58.5% | +54.6% |
| 10Y | +486.5% | +266.8% | +219.7% | +209.8% |
| All | +1,411.3% | -51.6% | +1,462.9% | +1,225.9% |
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