+74.9%
USAR vs TXT
+17.5%
+57.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.1% | -4.8% | +2.7% | -1.0% |
| 30D | +2.6% | -10.6% | +13.2% | +5.5% |
| 3M | -35.0% | -13.2% | -21.8% | -32.8% |
| 6M | -6.9% | -20.3% | +13.5% | -3.2% |
| YTD | +48.0% | -9.3% | +57.2% | +52.5% |
| 1Y | +24.8% | -2.7% | +27.5% | +28.2% |
| 3Y | +73.2% | +1.4% | +71.9% | +85.3% |
| All | +74.9% | +17.5% | +57.3% | +86.9% |
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