+47.9%
USB vs TXG
+7.8%
+40.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +2.6% | -1.8% | +4.4% | +2.8% |
| 30D | +8.4% | -20.4% | +28.8% | +10.6% |
| 3M | -5.5% | +0.1% | -5.6% | -6.9% |
| 6M | +17.7% | +176.2% | -158.4% | +1.2% |
| YTD | +17.6% | +256.8% | -239.2% | -3.1% |
| 1Y | +33.9% | +255.9% | -222.0% | +10.0% |
| 3Y | +103.8% | +60.2% | +43.6% | +75.0% |
| 5Y | +25.6% | -65.1% | +90.7% | +17.4% |
| All | +47.9% | +7.8% | +40.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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