-92.0%
UUUU vs TXT
+87.9%
-179.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.4% | -4.8% | +3.4% | +0.7% |
| 30D | +16.3% | -10.6% | +26.9% | +22.0% |
| 3M | -16.7% | -13.2% | -3.5% | -11.7% |
| 6M | -33.7% | -20.3% | -13.3% | -26.6% |
| YTD | -0.5% | -9.3% | +8.8% | +3.0% |
| 1Y | +28.9% | -2.7% | +31.5% | +29.2% |
| 3Y | +99.9% | +1.4% | +98.5% | +93.5% |
| 5Y | +135.3% | +9.6% | +125.7% | +124.8% |
| 10Y | +518.4% | +94.9% | +423.5% | +352.9% |
| All | -92.0% | +87.9% | -179.9% | -94.4% |
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