+96.3%
TXT vs URA
+356.0%
-259.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -4.8% | +1.1% | -5.9% | -5.1% |
| 30D | -10.6% | +7.4% | -18.0% | -12.8% |
| 3M | -13.2% | -8.4% | -4.8% | -11.7% |
| 6M | -20.3% | -12.7% | -7.6% | -18.4% |
| YTD | -9.3% | +7.8% | -17.0% | -14.3% |
| 1Y | -2.7% | +19.5% | -22.1% | -12.9% |
| 3Y | +1.4% | +116.4% | -115.0% | -31.2% |
| 5Y | +9.6% | +134.3% | -124.7% | -33.1% |
| All | +96.3% | +356.0% | -259.7% | -20.1% |
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