+140,402.8%
UNH vs TXT
+2,196.3%
+138,206.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | +3.0% | +13.3% | -10.4% | -0.5% |
| 3M | +2.7% | -5.0% | +7.7% | +3.7% |
| 6M | +2.8% | -8.4% | +11.2% | +4.4% |
| YTD | +25.9% | -4.0% | +29.8% | +25.6% |
| 1Y | +25.8% | +2.8% | +23.0% | +23.4% |
| 3Y | -20.0% | +10.3% | -30.3% | -24.2% |
| 5Y | -2.8% | +9.2% | -12.0% | -9.2% |
| 10Y | +228.7% | +89.6% | +139.1% | +149.1% |
| All | +140,402.8% | +2,196.3% | +138,206.5% | +33,727.7% |
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