+107.7%
TXT vs URA
+278.3%
-170.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -3.3% |
| 7D | -2.5% | -4.1% | +1.6% | -1.4% |
| 30D | +14.4% | -19.0% | +33.4% | +21.2% |
| 3M | -4.9% | -25.1% | +20.2% | +2.5% |
| 6M | -10.2% | -44.5% | +34.3% | +5.1% |
| YTD | -4.1% | -24.3% | +20.2% | -0.2% |
| 1Y | +4.0% | -28.1% | +32.1% | +9.4% |
| 3Y | +8.0% | +40.7% | -32.7% | -16.3% |
| 5Y | +8.4% | +35.5% | -27.0% | -18.9% |
| All | +107.7% | +278.3% | -170.5% | -9.1% |
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