+203.4%
URI vs TXG
-66.1%
+269.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | -12.9% | +32.0% | -45.0% | -18.3% |
| 3M | -6.7% | +87.0% | -93.7% | -19.4% |
| 6M | +19.0% | +180.1% | -161.1% | -6.7% |
| YTD | +25.5% | +284.1% | -258.6% | -8.9% |
| 1Y | +5.5% | +361.7% | -356.1% | -28.0% |
| 3Y | +111.3% | +15.9% | +95.4% | +84.7% |
| All | +203.4% | -66.1% | +269.5% | +195.4% |
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