+255.6%
UAL vs TXT
+123.0%
+132.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.3% |
| 7D | +8.2% | -2.5% | +10.7% | +9.8% |
| 30D | +2.3% | +14.4% | -12.1% | -6.4% |
| 3M | -12.7% | -4.9% | -7.8% | -10.6% |
| 6M | +12.7% | -10.2% | +22.9% | +19.2% |
| YTD | +0.8% | -4.1% | +4.9% | +2.0% |
| 1Y | +17.8% | +4.0% | +13.8% | +13.4% |
| 3Y | +206.7% | +8.0% | +198.7% | +187.7% |
| 5Y | +113.9% | +8.4% | +105.5% | +101.5% |
| 10Y | +97.0% | +116.6% | -19.6% | +26.3% |
| All | +255.6% | +123.0% | +132.7% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling