+67.6%
UBER vs TXT
+67.2%
+0.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +0.6% | +13.3% | -12.8% | -6.0% |
| 3M | -8.2% | -5.0% | -3.2% | -6.5% |
| 6M | -6.7% | -8.4% | +1.7% | -4.2% |
| YTD | -14.7% | -4.0% | -10.7% | -15.4% |
| 1Y | -24.1% | +2.8% | -26.9% | -27.4% |
| 3Y | +33.4% | +10.3% | +23.1% | +19.9% |
| 5Y | +54.5% | +9.2% | +45.3% | +38.4% |
| All | +67.6% | +67.2% | +0.4% | +25.2% |
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