+1,143.9%
TXN vs URA
-31.1%
+1,175.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -0.1% | +1.1% | -1.2% | -0.4% |
| 30D | -6.9% | +7.4% | -14.3% | -9.1% |
| 3M | -14.9% | -8.4% | -6.5% | -12.8% |
| 6M | +29.0% | -12.7% | +41.7% | +33.1% |
| YTD | +51.5% | +7.8% | +43.7% | +45.4% |
| 1Y | +41.6% | +19.5% | +22.1% | +29.5% |
| 3Y | +65.8% | +116.4% | -50.6% | +20.6% |
| 5Y | +56.8% | +134.3% | -77.5% | +5.5% |
| 10Y | +387.5% | +359.3% | +28.2% | +141.7% |
| All | +1,143.9% | -31.1% | +1,175.0% | +883.8% |
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