+734.9%
URI vs TXG
+24.6%
+710.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.8% |
| 7D | +5.0% | +9.1% | -4.2% | +3.2% |
| 30D | -9.4% | +14.9% | -24.3% | -12.0% |
| 3M | -5.8% | +120.0% | -125.8% | -20.5% |
| 6M | +25.8% | +221.8% | -196.0% | -2.8% |
| YTD | +27.9% | +312.6% | -284.7% | -6.9% |
| 1Y | +9.7% | +398.4% | -388.7% | -24.5% |
| 3Y | +128.0% | +42.1% | +85.9% | +90.2% |
| 5Y | +212.4% | -63.5% | +275.9% | +202.0% |
| All | +734.9% | +24.6% | +710.3% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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