+110.4%
UBER vs TXG
+27.0%
+83.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -2.1% |
| 7D | -5.4% | +9.5% | -14.9% | -7.7% |
| 30D | -4.9% | +18.8% | -23.7% | -9.5% |
| 3M | +3.0% | +136.1% | -133.1% | -19.3% |
| 6M | -4.4% | +235.2% | -239.6% | -33.0% |
| YTD | -12.3% | +320.5% | -332.8% | -42.9% |
| 1Y | -24.3% | +425.2% | -449.5% | -54.9% |
| 3Y | +46.4% | +42.9% | +3.5% | +16.6% |
| 5Y | +79.7% | -62.8% | +142.5% | +92.3% |
| All | +110.4% | +27.0% | +83.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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