+54.8%
UBER vs TXT
+5.7%
+49.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -2.5% | -11.1% | +8.5% | +1.6% |
| 3M | +4.4% | -13.0% | +17.4% | +8.9% |
| 6M | -2.7% | -16.2% | +13.5% | +2.8% |
| YTD | -10.5% | -8.7% | -1.8% | -9.4% |
| 1Y | -22.5% | -3.8% | -18.7% | -23.7% |
| 3Y | +54.8% | +5.5% | +49.3% | +45.2% |
| All | +54.8% | +5.7% | +49.1% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling