+5.0%
UAL vs TXT
-1.0%
+6.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.7% | -4.8% | +5.5% | +3.9% |
| 30D | -16.1% | -10.6% | -5.5% | -9.9% |
| 3M | +6.1% | -13.2% | +19.3% | +15.3% |
| 6M | +10.8% | -20.3% | +31.2% | +25.9% |
| YTD | -0.4% | -9.3% | +8.9% | +4.4% |
| 1Y | +5.0% | -2.7% | +7.7% | +2.3% |
| All | +5.0% | -1.0% | +6.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling