+222.6%
UAL vs TXG
+70.4%
+152.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -3.0% | +4.4% |
| 7D | +10.2% | +5.5% | +4.6% | +8.6% |
| 30D | +12.0% | -19.3% | +31.4% | +16.7% |
| 3M | -7.1% | +25.0% | -32.1% | -15.6% |
| 6M | +20.9% | +201.2% | -180.3% | -16.0% |
| YTD | +7.7% | +298.8% | -291.2% | -31.8% |
| 1Y | +23.6% | +326.6% | -303.0% | -23.9% |
| 3Y | +222.6% | +78.3% | +144.2% | +104.5% |
| All | +222.6% | +70.4% | +152.2% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling