-11.8%
UNH vs TXT
+5.7%
-17.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | -1.5% | -11.1% | +9.5% | -0.1% |
| 3M | -0.8% | -13.0% | +12.1% | +0.7% |
| 6M | +41.8% | -16.2% | +58.0% | +44.6% |
| YTD | +23.1% | -8.7% | +31.8% | +23.5% |
| 1Y | +28.5% | -3.8% | +32.3% | +27.8% |
| 3Y | -11.8% | +5.5% | -17.3% | -13.7% |
| All | -11.8% | +5.7% | -17.4% | -13.7% |
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