+147.4%
URI vs TXT
+7.8%
+139.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.4% |
| 7D | -9.8% | -2.5% | -7.3% | -8.3% |
| 30D | +1.7% | +14.4% | -12.6% | -7.3% |
| 3M | -9.1% | -4.9% | -4.1% | -6.4% |
| 6M | +9.9% | -10.2% | +20.1% | +17.0% |
| YTD | +31.2% | -4.1% | +35.3% | +32.6% |
| 1Y | +25.9% | +4.0% | +22.0% | +20.0% |
| 3Y | +147.4% | +8.0% | +139.4% | +122.5% |
| All | +147.4% | +7.8% | +139.6% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling