+814.2%
URI vs TXG
+7.8%
+806.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.0% |
| 7D | +6.7% | -1.8% | +8.6% | +7.1% |
| 30D | +8.9% | -20.4% | +29.3% | +12.8% |
| 3M | +0.5% | +0.1% | +0.5% | -1.5% |
| 6M | +20.7% | +176.2% | -155.5% | -4.7% |
| YTD | +40.0% | +256.8% | -216.7% | +3.1% |
| 1Y | +34.4% | +255.9% | -221.5% | -1.4% |
| 3Y | +149.5% | +60.2% | +89.3% | +99.8% |
| 5Y | +205.6% | -65.1% | +270.6% | +194.7% |
| All | +814.2% | +7.8% | +806.5% | +532.9% |
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