+13.8%
UL vs TXG
+27.0%
-13.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.5% |
| 7D | -3.4% | +9.5% | -12.9% | -3.8% |
| 30D | +0.5% | +18.8% | -18.3% | -0.4% |
| 3M | +7.2% | +136.1% | -128.9% | +2.2% |
| 6M | -3.1% | +235.2% | -238.3% | -9.7% |
| YTD | -2.7% | +320.5% | -323.3% | -10.7% |
| 1Y | -10.2% | +425.2% | -435.4% | -19.0% |
| 3Y | +20.3% | +42.9% | -22.6% | +15.7% |
| 5Y | +19.9% | -62.8% | +82.8% | +21.8% |
| All | +13.8% | +27.0% | -13.2% | -2.9% |
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