-80.5%
TE vs UAL
+24.2%
-104.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | -19.1% | -3.0% | -16.0% | -18.4% |
| 30D | -34.1% | +10.5% | -44.6% | -36.2% |
| 3M | -60.1% | -13.5% | -46.6% | -58.3% |
| 6M | -66.0% | +14.2% | -80.2% | -66.8% |
| YTD | -71.4% | -2.2% | -69.2% | -71.2% |
| 1Y | -45.3% | +12.5% | -57.8% | -46.6% |
| 3Y | +9.1% | +186.8% | -177.7% | -11.9% |
| 5Y | -82.6% | +119.4% | -202.0% | -85.6% |
| All | -80.5% | +24.2% | -104.7% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling