+34.7%
UAL vs TXG
+20.5%
+14.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -3.0% | +4.7% |
| 7D | +10.2% | +5.5% | +4.6% | +8.8% |
| 30D | +12.0% | -19.3% | +31.4% | +16.2% |
| 3M | -7.1% | +25.0% | -32.1% | -14.0% |
| 6M | +20.9% | +201.2% | -180.3% | -9.6% |
| YTD | +7.7% | +298.8% | -291.2% | -25.1% |
| 1Y | +23.6% | +326.6% | -303.0% | -15.8% |
| 3Y | +222.6% | +78.3% | +144.2% | +138.9% |
| 5Y | +127.9% | -61.3% | +189.3% | +97.7% |
| All | +34.7% | +20.5% | +14.2% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling