+209.5%
URI vs TXT
+10.3%
+199.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.4% |
| 7D | +9.3% | -1.1% | +10.4% | +10.1% |
| 30D | +7.6% | +13.3% | -5.7% | -2.5% |
| 3M | +1.0% | -5.1% | +6.2% | +4.4% |
| 6M | +19.8% | -7.1% | +27.0% | +25.0% |
| YTD | +41.9% | -3.2% | +45.1% | +42.2% |
| 1Y | +33.4% | +2.3% | +31.1% | +27.8% |
| 3Y | +156.0% | +11.1% | +145.0% | +121.9% |
| 5Y | +209.5% | +10.0% | +199.5% | +162.9% |
| All | +209.5% | +10.3% | +199.2% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling