+24.6%
UAL vs TXG
+16.0%
+8.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +0.7% | +1.8% | -1.1% | +0.3% |
| 30D | -16.1% | +32.0% | -48.1% | -21.9% |
| 3M | +6.1% | +87.0% | -80.9% | -9.4% |
| 6M | +10.8% | +180.1% | -169.2% | -14.3% |
| YTD | -0.4% | +284.1% | -284.5% | -28.6% |
| 1Y | +5.0% | +361.7% | -356.7% | -29.0% |
| 3Y | +124.0% | +15.9% | +108.1% | +83.4% |
| 5Y | +141.0% | -66.2% | +207.2% | +117.4% |
| All | +24.6% | +16.0% | +8.6% | -14.7% |
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 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