-10.2%
UL vs TXG
+453.6%
-463.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | -3.4% | +9.5% | -12.9% | -3.4% |
| 30D | +0.5% | +18.8% | -18.3% | +0.4% |
| 3M | +7.2% | +136.1% | -128.9% | +6.4% |
| 6M | -3.1% | +235.2% | -238.3% | -4.5% |
| YTD | -2.7% | +320.5% | -323.3% | -4.2% |
| 1Y | -10.2% | +425.2% | -435.4% | -12.0% |
| All | -10.2% | +453.6% | -463.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling