+59.3%
USAR vs TXT
+17.7%
+41.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | -9.3% | -0.2% | -9.1% | -9.3% |
| 30D | -15.2% | -10.2% | -5.0% | -12.9% |
| 3M | -21.1% | -13.3% | -7.8% | -18.3% |
| 6M | -21.6% | -14.4% | -7.2% | -18.8% |
| YTD | +34.8% | -9.1% | +43.9% | +38.9% |
| 1Y | +15.6% | -2.2% | +17.8% | +18.7% |
| 3Y | +57.7% | +5.1% | +52.7% | +68.7% |
| All | +59.3% | +17.7% | +41.5% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling