+97.0%
UUUU vs TXT
+10.7%
+86.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.5% | -5.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.8% |
| 30D | -7.8% | -10.2% | +2.4% | -0.5% |
| 3M | -0.4% | -13.3% | +12.8% | +9.6% |
| 6M | -32.9% | -14.4% | -18.5% | -25.1% |
| YTD | -6.3% | -9.1% | +2.8% | -1.8% |
| 1Y | +7.9% | -2.2% | +10.1% | +6.5% |
| 3Y | +85.2% | +5.1% | +80.1% | +59.4% |
| 5Y | +97.0% | +12.8% | +84.2% | +61.5% |
| All | +97.0% | +10.7% | +86.3% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling