+44.2%
USB vs TXG
+9.8%
+34.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | 0.0% | -15.4% | +15.4% | +1.7% |
| 30D | +5.8% | -22.1% | +27.9% | +8.3% |
| 3M | -6.0% | +30.0% | -36.0% | -10.3% |
| 6M | +7.8% | +160.7% | -152.9% | -6.7% |
| YTD | +14.6% | +263.5% | -248.9% | -5.7% |
| 1Y | +31.8% | +356.0% | -324.2% | +4.6% |
| 3Y | +91.5% | +53.4% | +38.1% | +65.3% |
| 5Y | +22.0% | -66.7% | +88.7% | +14.5% |
| All | +44.2% | +9.8% | +34.4% | +3.2% |
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