+52.3%
USB vs TXG
+16.0%
+36.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +15.2% | +87.0% | -71.8% | +5.6% |
| 6M | +18.8% | +180.1% | -161.2% | +2.8% |
| YTD | +21.0% | +284.1% | -263.1% | +0.1% |
| 1Y | +34.0% | +361.7% | -327.7% | +7.1% |
| 3Y | +95.3% | +15.9% | +79.4% | +75.1% |
| 5Y | +40.4% | -66.2% | +106.5% | +32.6% |
| All | +52.3% | +16.0% | +36.3% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling