+179.2%
URI vs TXG
-66.4%
+245.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -9.8% | -15.4% | +5.7% | -7.1% |
| 30D | +1.7% | -22.1% | +23.9% | +5.9% |
| 3M | -9.1% | +30.0% | -39.1% | -16.0% |
| 6M | +9.9% | +160.7% | -150.8% | -13.4% |
| YTD | +31.2% | +263.5% | -232.2% | -5.7% |
| 1Y | +25.9% | +356.0% | -330.1% | -14.9% |
| 3Y | +147.4% | +53.4% | +94.0% | +99.0% |
| All | +179.2% | -66.4% | +245.5% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling