+71.0%
UBER vs TXT
+59.7%
+11.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -7.0% | +0.8% | -7.8% | -7.4% |
| 30D | -8.9% | -10.4% | +1.5% | -3.9% |
| 3M | +1.0% | -14.3% | +15.3% | +8.2% |
| 6M | -3.7% | -15.1% | +11.4% | +3.0% |
| YTD | -13.0% | -8.3% | -4.7% | -11.1% |
| 1Y | -25.5% | -0.7% | -24.8% | -27.3% |
| 3Y | +50.5% | +6.0% | +44.5% | +38.5% |
| 5Y | +76.2% | +12.5% | +63.6% | +56.8% |
| All | +71.0% | +59.7% | +11.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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