-20.5%
UNH vs TXT
+11.3%
-31.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +2.4% | -1.1% | +3.5% | +2.5% |
| 30D | +7.2% | +13.3% | -6.0% | +5.6% |
| 3M | +0.5% | -5.1% | +5.6% | +1.0% |
| 6M | +3.4% | -7.1% | +10.5% | +4.0% |
| YTD | +25.2% | -3.2% | +28.4% | +24.6% |
| 1Y | +22.7% | +2.3% | +20.4% | +21.0% |
| All | -20.5% | +11.3% | -31.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling