+228.4%
UNH vs TXT
+107.7%
+120.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.0% |
| 7D | -4.5% | +2.5% | -7.0% | -5.2% |
| 30D | -6.5% | -8.9% | +2.3% | -4.3% |
| 3M | -6.0% | -13.6% | +7.6% | -2.6% |
| 6M | +33.7% | -13.1% | +46.8% | +37.8% |
| YTD | +16.4% | -7.0% | +23.4% | +17.4% |
| 1Y | +10.1% | -1.4% | +11.5% | +9.2% |
| 3Y | -16.3% | +7.0% | -23.3% | -20.4% |
| 5Y | +2.1% | +15.4% | -13.3% | -7.1% |
| All | +228.4% | +107.7% | +120.6% | +120.9% |
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