+92.5%
USB vs TXG
+46.5%
+45.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.0% | +11.9% | -0.4% |
| 7D | -1.5% | -28.8% | +27.3% | +2.3% |
| 30D | +4.3% | -28.0% | +32.3% | +7.9% |
| 3M | -6.1% | +22.3% | -28.4% | -10.4% |
| 6M | +9.4% | +163.8% | -154.4% | -7.9% |
| YTD | +15.2% | +256.0% | -240.8% | -8.7% |
| 1Y | +32.8% | +330.4% | -297.6% | +1.0% |
| All | +92.5% | +46.5% | +45.9% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling