+89.3%
TXT vs URA
+272.2%
-183.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.8% |
| 7D | -1.1% | +4.5% | -5.5% | -2.5% |
| 30D | +13.3% | -13.4% | +26.7% | +17.6% |
| 3M | -5.1% | -28.4% | +23.3% | +3.6% |
| 6M | -7.1% | -40.5% | +33.3% | +6.4% |
| YTD | -3.2% | -24.3% | +21.1% | +0.6% |
| 1Y | +2.3% | -28.8% | +31.1% | +8.0% |
| 3Y | +11.1% | +37.6% | -26.5% | -13.2% |
| 5Y | +10.0% | +30.7% | -20.7% | -16.3% |
| All | +89.3% | +272.2% | -183.0% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling