+32.4%
UAL vs TXG
+14.9%
+17.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.5% |
| 7D | +2.3% | -8.1% | +10.4% | +4.0% |
| 30D | +13.3% | -17.5% | +30.8% | +17.0% |
| 3M | -6.3% | +6.1% | -12.4% | -9.8% |
| 6M | +22.5% | +202.7% | -180.2% | -8.5% |
| YTD | +5.9% | +280.4% | -274.6% | -25.6% |
| 1Y | +24.7% | +274.0% | -249.4% | -12.4% |
| 3Y | +211.6% | +74.9% | +136.7% | +131.9% |
| 5Y | +130.6% | -63.0% | +193.6% | +102.0% |
| All | +32.4% | +14.9% | +17.5% | -11.1% |
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 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