+19.1%
UAL vs TXG
+22.9%
-3.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.0% | +5.0% | -7.0% | -3.1% |
| 30D | -15.7% | +13.5% | -29.2% | -18.4% |
| 3M | +3.6% | +128.0% | -124.4% | -15.4% |
| 6M | +16.9% | +224.4% | -207.5% | -12.6% |
| YTD | -4.8% | +307.0% | -311.8% | -32.6% |
| 1Y | -0.9% | +427.2% | -428.2% | -35.0% |
| 3Y | +124.5% | +40.2% | +84.3% | +77.0% |
| 5Y | +140.2% | -64.0% | +204.2% | +113.6% |
| All | +19.1% | +22.9% | -3.8% | -19.5% |
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