-45.1%
USAR vs TXT
+1.6%
-46.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -20.9% | +13.3% | -34.3% | -27.6% |
| 3M | -56.2% | -5.0% | -51.2% | -54.4% |
| 6M | -67.9% | -8.4% | -59.5% | -65.8% |
| YTD | -31.4% | -4.0% | -27.5% | -31.6% |
| 1Y | -45.1% | +2.8% | -47.8% | -46.5% |
| All | -45.1% | +1.6% | -46.6% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling