+22.3%
UAL vs TXG
+7.8%
+14.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -3.0% | -1.8% | -1.2% | -2.6% |
| 30D | +10.5% | -20.4% | +30.9% | +15.0% |
| 3M | -13.5% | +0.1% | -13.6% | -15.7% |
| 6M | +14.2% | +176.2% | -162.0% | -12.9% |
| YTD | -2.2% | +256.8% | -259.0% | -30.3% |
| 1Y | +12.5% | +255.9% | -243.4% | -20.1% |
| 3Y | +186.8% | +60.2% | +126.6% | +117.5% |
| 5Y | +119.4% | -65.1% | +184.4% | +94.8% |
| All | +22.3% | +7.8% | +14.5% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling