+2,751.2%
UL vs TXT
+2,283.3%
+467.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +2.6% | -1.1% | +3.6% | +2.7% |
| 30D | +6.8% | +17.1% | -10.3% | +3.6% |
| 3M | +5.7% | -2.6% | +8.4% | +6.0% |
| 6M | +15.9% | -4.6% | +20.4% | +16.2% |
| YTD | +4.3% | -0.3% | +4.6% | +3.6% |
| 1Y | -0.4% | +5.9% | -6.3% | -2.2% |
| 3Y | +35.0% | +14.4% | +20.6% | +28.8% |
| 5Y | +31.6% | +15.9% | +15.7% | +23.9% |
| 10Y | +104.6% | +99.6% | +5.1% | +63.7% |
| All | +2,751.2% | +2,283.3% | +467.9% | +1,233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling