+25.8%
UL vs TXT
+4.5%
+21.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.3% | -4.8% | +3.4% | -1.1% |
| 30D | +0.5% | -10.6% | +11.1% | +1.0% |
| 3M | +17.6% | -13.2% | +30.8% | +18.1% |
| 6M | -5.4% | -20.3% | +15.0% | -4.7% |
| YTD | +0.7% | -9.3% | +10.0% | +1.0% |
| 1Y | -9.3% | -2.7% | -6.6% | -9.1% |
| All | +25.8% | +4.5% | +21.4% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling