+7,210.0%
URI vs TXT
+272.8%
+6,937.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.3% |
| 7D | -9.8% | -2.5% | -7.3% | -8.4% |
| 30D | +1.7% | +14.4% | -12.6% | -6.3% |
| 3M | -9.1% | -4.9% | -4.1% | -6.9% |
| 6M | +9.9% | -10.2% | +20.1% | +15.9% |
| YTD | +31.2% | -4.1% | +35.3% | +32.8% |
| 1Y | +25.9% | +4.0% | +22.0% | +21.5% |
| 3Y | +147.4% | +8.0% | +139.4% | +132.0% |
| 5Y | +179.7% | +8.4% | +171.3% | +163.1% |
| 10Y | +1,419.5% | +116.6% | +1,302.9% | +887.8% |
| All | +7,210.0% | +272.8% | +6,937.2% | +2,257.9% |
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 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