-19.0%
USAR vs TXT
+24.4%
-43.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -20.9% | +13.3% | -34.3% | -23.4% |
| 3M | -56.2% | -5.0% | -51.2% | -55.7% |
| 6M | -67.9% | -8.4% | -59.5% | -67.3% |
| YTD | -31.4% | -4.0% | -27.5% | -30.4% |
| 1Y | -45.1% | +2.8% | -47.8% | -44.4% |
| 3Y | -20.3% | +10.3% | -30.6% | -16.1% |
| All | -19.0% | +24.4% | -43.4% | -14.7% |
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