+41.2%
USB vs TXG
-66.1%
+107.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | -1.3% | +32.0% | -33.3% | -5.3% |
| 3M | +15.2% | +87.0% | -71.8% | +4.8% |
| 6M | +18.8% | +180.1% | -161.2% | +1.4% |
| YTD | +21.0% | +284.1% | -263.1% | -1.8% |
| 1Y | +34.0% | +361.7% | -327.7% | +4.7% |
| 3Y | +95.3% | +15.9% | +79.4% | +73.6% |
| All | +41.2% | -66.1% | +107.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling