+71.3%
TXN vs URI
+126.5%
-55.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.2% | +2.5% | -0.3% | +1.1% |
| 30D | -9.5% | -12.5% | +3.1% | -4.0% |
| 3M | -10.5% | -6.2% | -4.3% | -8.3% |
| 6M | +35.4% | +25.9% | +9.5% | +21.8% |
| YTD | +51.8% | +26.2% | +25.6% | +34.0% |
| 1Y | +42.9% | +5.5% | +37.5% | +35.6% |
| 3Y | +71.3% | +125.0% | -53.6% | +16.5% |
| All | +71.3% | +126.5% | -55.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling