+75.4%
USAR vs TXT
+18.2%
+57.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | -8.6% | -11.1% | +2.4% | -6.0% |
| 3M | -20.5% | -13.0% | -7.5% | -17.8% |
| 6M | +1.2% | -16.2% | +17.4% | +4.8% |
| YTD | +48.4% | -8.7% | +57.1% | +52.7% |
| 1Y | +30.6% | -3.8% | +34.4% | +33.9% |
| 3Y | +73.6% | +5.5% | +68.1% | +85.5% |
| All | +75.4% | +18.2% | +57.1% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling