+108.7%
USB vs TXT
+94.9%
+13.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.4% | -4.8% | +6.2% | +4.3% |
| 30D | -1.3% | -10.6% | +9.3% | +5.2% |
| 3M | +15.2% | -13.2% | +28.4% | +24.1% |
| 6M | +18.8% | -20.3% | +39.2% | +34.0% |
| YTD | +21.0% | -9.3% | +30.3% | +25.7% |
| 1Y | +34.0% | -2.7% | +36.7% | +33.1% |
| 3Y | +95.3% | +1.4% | +93.9% | +86.4% |
| 5Y | +40.4% | +9.6% | +30.8% | +24.8% |
| All | +108.7% | +94.9% | +13.8% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling