+1,135.8%
URI vs TXT
+89.4%
+1,046.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +8.9% | +13.3% | -4.5% | -2.0% |
| 3M | +0.5% | -5.0% | +5.5% | +3.7% |
| 6M | +20.7% | -8.4% | +29.1% | +27.3% |
| YTD | +40.0% | -4.0% | +44.0% | +41.1% |
| 1Y | +34.4% | +2.8% | +31.6% | +28.2% |
| 3Y | +149.5% | +10.3% | +139.2% | +119.5% |
| 5Y | +205.6% | +9.2% | +196.4% | +168.8% |
| All | +1,135.8% | +89.4% | +1,046.4% | +596.7% |
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