+7,128.3%
URI vs TXT
+280.3%
+6,848.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.6% | -5.5% | -6.2% |
| 7D | -12.9% | -2.5% | -10.4% | -11.6% |
| 30D | -3.4% | +12.8% | -16.3% | -10.3% |
| 3M | -10.0% | -3.6% | -6.4% | -8.5% |
| 6M | +12.2% | -6.9% | +19.1% | +15.9% |
| YTD | +29.8% | -2.2% | +31.9% | +29.8% |
| 1Y | +24.6% | +6.3% | +18.3% | +18.8% |
| 3Y | +137.6% | +10.3% | +127.3% | +120.2% |
| 5Y | +176.6% | +10.6% | +166.0% | +157.2% |
| 10Y | +1,402.6% | +121.0% | +1,281.6% | +865.8% |
| All | +7,128.3% | +280.3% | +6,848.0% | +2,205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling