-3.4%
UNH vs TXT
+10.3%
-13.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +2.4% | -1.1% | +3.5% | +2.6% |
| 30D | +7.2% | +13.3% | -6.0% | +4.7% |
| 3M | +0.5% | -5.1% | +5.6% | +1.3% |
| 6M | +3.4% | -7.1% | +10.5% | +4.3% |
| YTD | +25.2% | -3.2% | +28.4% | +24.6% |
| 1Y | +22.7% | +2.3% | +20.4% | +20.7% |
| 3Y | -20.3% | +11.1% | -31.4% | -24.1% |
| 5Y | -3.4% | +10.0% | -13.4% | -10.6% |
| All | -3.4% | +10.3% | -13.7% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling