+71.9%
TXN vs UAL
+125.0%
-53.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.3% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | -6.7% | -13.4% | +6.7% | -3.0% |
| 3M | -8.9% | -2.3% | -6.6% | -8.7% |
| 6M | +34.7% | +13.3% | +21.4% | +28.3% |
| YTD | +53.3% | -4.2% | +57.5% | +51.9% |
| 1Y | +45.0% | +1.4% | +43.6% | +40.6% |
| All | +71.9% | +125.0% | -53.2% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling