+136,006.1%
UNH vs TXT
+2,070.1%
+133,936.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +1.1% | -4.8% | +5.8% | +2.3% |
| 30D | -3.8% | -10.6% | +6.8% | -1.0% |
| 3M | +0.7% | -13.2% | +13.9% | +4.1% |
| 6M | +37.9% | -20.3% | +58.2% | +45.2% |
| YTD | +21.9% | -9.3% | +31.2% | +23.9% |
| 1Y | +31.4% | -2.7% | +34.1% | +30.9% |
| 3Y | -11.4% | +1.4% | -12.8% | -14.1% |
| 5Y | +2.5% | +9.6% | -7.0% | -4.2% |
| 10Y | +242.9% | +94.9% | +148.0% | +158.5% |
| All | +136,006.1% | +2,070.1% | +133,936.1% | +33,246.7% |
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