+248.5%
UAL vs TXT
+127.5%
+121.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -3.5% |
| 7D | +5.0% | -2.5% | +7.6% | +6.7% |
| 30D | -1.2% | +12.8% | -14.1% | -8.8% |
| 3M | -16.8% | -3.6% | -13.1% | -15.4% |
| 6M | +18.0% | -6.9% | +24.9% | +22.2% |
| YTD | -1.2% | -2.2% | +1.0% | -1.2% |
| 1Y | +14.3% | +6.3% | +8.0% | +8.6% |
| 3Y | +194.6% | +10.3% | +184.3% | +172.9% |
| 5Y | +109.6% | +10.6% | +99.0% | +95.1% |
| 10Y | +93.1% | +121.0% | -27.9% | +22.3% |
| All | +248.5% | +127.5% | +121.1% | +119.7% |
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