-2.7%
TXT vs URA
+17.2%
-19.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.8% | +1.1% | -5.9% | -4.9% |
| 30D | -10.6% | +7.4% | -18.0% | -11.5% |
| 3M | -13.2% | -8.4% | -4.8% | -13.0% |
| 6M | -20.3% | -12.7% | -7.6% | -20.1% |
| YTD | -9.3% | +7.8% | -17.0% | -10.6% |
| 1Y | -2.7% | +19.5% | -22.1% | -4.6% |
| All | -2.7% | +17.2% | -19.9% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling