+2,653.9%
UL vs TXT
+2,070.1%
+583.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.3% | -4.8% | +3.4% | -0.5% |
| 30D | +0.5% | -10.6% | +11.1% | +2.5% |
| 3M | +17.6% | -13.2% | +30.8% | +20.3% |
| 6M | -5.4% | -20.3% | +15.0% | -1.8% |
| YTD | +0.7% | -9.3% | +10.0% | +2.0% |
| 1Y | -9.3% | -2.7% | -6.6% | -9.4% |
| 3Y | +24.5% | +1.4% | +23.2% | +21.7% |
| 5Y | +23.2% | +9.6% | +13.7% | +17.3% |
| 10Y | +64.5% | +94.9% | -30.4% | +32.2% |
| All | +2,653.9% | +2,070.1% | +583.8% | +1,212.8% |
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