+109.7%
UL vs TXT
+89.4%
+20.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +4.5% | +13.3% | -8.8% | +2.4% |
| 3M | +6.5% | -5.0% | +11.4% | +7.1% |
| 6M | +18.2% | -8.4% | +26.6% | +19.2% |
| YTD | +4.7% | -4.0% | +8.7% | +4.7% |
| 1Y | +0.8% | +2.8% | -2.0% | -0.3% |
| 3Y | +35.9% | +10.3% | +25.6% | +31.0% |
| 5Y | +33.4% | +9.2% | +24.3% | +27.2% |
| All | +109.7% | +89.4% | +20.3% | +76.5% |
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