+17.8%
UL vs TXG
+16.0%
+1.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | +0.5% | +32.0% | -31.5% | -1.1% |
| 3M | +17.6% | +87.0% | -69.4% | +13.4% |
| 6M | -5.4% | +180.1% | -185.4% | -11.0% |
| YTD | +0.7% | +284.1% | -283.4% | -7.1% |
| 1Y | -9.3% | +361.7% | -370.9% | -17.6% |
| 3Y | +24.5% | +15.9% | +8.6% | +21.4% |
| 5Y | +23.2% | -66.2% | +89.4% | +25.7% |
| All | +17.8% | +16.0% | +1.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling