+114.6%
UBER vs TXG
+21.5%
+93.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -4.7% |
| 7D | -2.8% | +9.4% | -12.2% | -5.1% |
| 30D | -2.5% | +26.1% | -28.6% | -8.7% |
| 3M | +4.4% | +124.8% | -120.4% | -17.2% |
| 6M | -2.7% | +215.2% | -217.9% | -30.6% |
| YTD | -10.5% | +302.2% | -312.7% | -41.0% |
| 1Y | -22.5% | +370.9% | -393.4% | -52.4% |
| 3Y | +54.8% | +38.5% | +16.3% | +24.2% |
| 5Y | +82.5% | -64.4% | +146.9% | +97.6% |
| All | +114.6% | +21.5% | +93.2% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling