+203.4%
URI vs TXT
+10.4%
+193.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -2.0% | -4.8% | +2.8% | +1.7% |
| 30D | -12.9% | -10.6% | -2.3% | -5.3% |
| 3M | -6.7% | -13.2% | +6.4% | +3.3% |
| 6M | +19.0% | -20.3% | +39.3% | +40.4% |
| YTD | +25.5% | -9.3% | +34.8% | +32.9% |
| 1Y | +5.5% | -2.7% | +8.2% | +5.7% |
| 3Y | +111.3% | +1.4% | +109.9% | +98.0% |
| All | +203.4% | +10.4% | +193.0% | +154.5% |
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 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