+98.2%
TXN vs UAL
+23.5%
+74.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.6% |
| 7D | -0.5% | +2.3% | -2.8% | -1.1% |
| 30D | +10.5% | +13.3% | -2.8% | +6.8% |
| 3M | +10.7% | -6.3% | +17.0% | +12.0% |
| 6M | +5.1% | +22.5% | -17.4% | -0.7% |
| YTD | +82.5% | +5.9% | +76.6% | +75.5% |
| 1Y | +98.2% | +24.7% | +73.5% | +73.1% |
| All | +98.2% | +23.5% | +74.7% | +73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling