+9.8%
TXT vs URA
+25.6%
-15.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +0.1% | -1.5% | +1.7% | +0.4% |
| 30D | +13.3% | -10.4% | +23.8% | +15.7% |
| 3M | -5.0% | -29.6% | +24.7% | +1.7% |
| 6M | -8.4% | -40.3% | +31.9% | +1.1% |
| YTD | -4.0% | -25.5% | +21.5% | -0.9% |
| 1Y | +2.8% | -26.4% | +29.2% | +6.0% |
| 3Y | +10.3% | +31.4% | -21.2% | -9.1% |
| All | +9.8% | +25.6% | -15.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling