+36.5%
USB vs TXT
+9.2%
+27.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +2.4% | +10.6% | -8.2% | -0.9% |
| 30D | +6.6% | +14.4% | -7.8% | +2.0% |
| 3M | -4.1% | -2.7% | -1.3% | -3.4% |
| 6M | +12.5% | -4.7% | +17.1% | +13.3% |
| YTD | +17.6% | -0.5% | +18.2% | +14.3% |
| 1Y | +36.5% | +8.7% | +27.8% | +23.3% |
| All | +36.5% | +9.2% | +27.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling