+124.0%
TXN vs URI
+161.0%
-37.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.9% | -0.3% | +3.5% |
| 7D | -2.1% | -4.0% | +1.9% | -0.1% |
| 30D | +4.7% | +6.8% | -2.1% | +1.9% |
| 3M | +3.9% | -2.8% | +6.7% | +5.2% |
| 6M | +3.8% | +20.9% | -17.1% | -5.0% |
| YTD | +74.2% | +40.2% | +33.9% | +46.7% |
| 1Y | +88.2% | +34.1% | +54.1% | +61.5% |
| 3Y | +124.0% | +164.1% | -40.2% | +49.0% |
| All | +124.0% | +161.0% | -37.0% | +49.0% |
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