+400.7%
TXN vs UAL
+106.0%
+294.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.0% | -2.0% | +4.0% | +2.4% |
| 30D | -8.0% | -15.7% | +7.7% | -4.5% |
| 3M | -7.8% | +3.6% | -11.4% | -8.7% |
| 6M | +32.4% | +16.9% | +15.5% | +26.7% |
| YTD | +51.7% | -4.8% | +56.5% | +51.0% |
| 1Y | +44.3% | -0.9% | +45.2% | +41.9% |
| 3Y | +71.3% | +124.5% | -53.2% | +36.7% |
| 5Y | +56.4% | +140.2% | -83.8% | +19.4% |
| All | +400.7% | +106.0% | +294.7% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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