+64.4%
UL vs TXT
+107.7%
-43.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.3% |
| 7D | -3.4% | +2.5% | -5.9% | -3.8% |
| 30D | +0.5% | -8.9% | +9.3% | +1.9% |
| 3M | +7.2% | -13.6% | +20.8% | +9.4% |
| 6M | -3.1% | -13.1% | +10.0% | -1.3% |
| YTD | -2.7% | -7.0% | +4.3% | -2.1% |
| 1Y | -10.2% | -1.4% | -8.8% | -10.6% |
| 3Y | +20.3% | +7.0% | +13.3% | +16.6% |
| 5Y | +19.9% | +15.4% | +4.5% | +13.4% |
| All | +64.4% | +107.7% | -43.4% | +34.6% |
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