+1,213.1%
URI vs TXT
+98.8%
+1,114.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.9% |
| 7D | +2.6% | -0.8% | +3.4% | +3.3% |
| 30D | +9.1% | +13.4% | -4.3% | -1.9% |
| 3M | +1.0% | -2.5% | +3.5% | +2.2% |
| 6M | +23.3% | -6.2% | +29.5% | +27.7% |
| YTD | +43.3% | -1.3% | +44.6% | +41.4% |
| 1Y | +35.9% | +4.3% | +31.6% | +28.2% |
| 3Y | +158.6% | +13.2% | +145.4% | +122.9% |
| 5Y | +213.1% | +12.4% | +200.7% | +169.2% |
| 10Y | +1,213.1% | +94.8% | +1,118.3% | +615.1% |
| All | +1,213.1% | +98.8% | +1,114.2% | +615.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling