+73.7%
UAL vs TXT
+89.4%
-15.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.1% |
| 7D | -3.0% | +0.1% | -3.2% | -3.0% |
| 30D | +10.5% | +13.3% | -2.9% | -1.3% |
| 3M | -13.5% | -5.0% | -8.5% | -10.6% |
| 6M | +14.2% | -8.4% | +22.6% | +21.0% |
| YTD | -2.2% | -4.0% | +1.7% | -1.4% |
| 1Y | +12.5% | +2.8% | +9.7% | +7.0% |
| 3Y | +186.8% | +10.3% | +176.5% | +151.2% |
| 5Y | +119.4% | +9.2% | +110.2% | +92.0% |
| All | +73.7% | +89.4% | -15.7% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling