+8,200.6%
USB vs TXT
+2,278.7%
+5,921.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | +2.4% | +10.6% | -8.2% | -2.3% |
| 30D | +6.6% | +14.4% | -7.8% | +0.3% |
| 3M | -4.1% | -2.7% | -1.3% | -3.4% |
| 6M | +12.5% | -4.7% | +17.1% | +13.7% |
| YTD | +17.6% | -0.5% | +18.2% | +16.2% |
| 1Y | +36.5% | +8.7% | +27.8% | +29.8% |
| 3Y | +95.4% | +12.1% | +83.3% | +81.9% |
| 5Y | +26.1% | +14.6% | +11.6% | +15.2% |
| 10Y | +101.3% | +124.7% | -23.4% | +33.6% |
| All | +8,200.6% | +2,278.7% | +5,921.9% | +2,486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling