+130.6%
UAL vs TXT
+14.6%
+116.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.0% |
| 7D | +2.3% | -0.8% | +3.1% | +3.0% |
| 30D | +13.3% | +13.4% | -0.1% | +1.7% |
| 3M | -6.3% | -2.5% | -3.7% | -5.0% |
| 6M | +22.5% | -6.2% | +28.7% | +27.3% |
| YTD | +5.9% | -1.3% | +7.2% | +4.4% |
| 1Y | +24.7% | +4.3% | +20.3% | +17.1% |
| 3Y | +211.6% | +13.2% | +198.4% | +160.7% |
| 5Y | +130.6% | +12.4% | +118.2% | +95.2% |
| All | +130.6% | +14.6% | +116.0% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling