+27.5%
UAL vs TXG
+406.9%
-379.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.4% | +4.6% | +7.4% |
| 7D | +11.9% | -19.3% | +31.2% | +15.8% |
| 30D | +5.2% | -30.9% | +36.2% | +11.3% |
| 3M | -12.7% | +41.1% | -53.8% | -21.9% |
| 6M | +28.5% | +211.9% | -183.3% | -8.1% |
| YTD | +3.5% | +314.0% | -310.5% | -29.2% |
| 1Y | +27.5% | +405.4% | -377.9% | -14.1% |
| All | +27.5% | +406.9% | -379.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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