-48.5%
TE vs UAL
+22.9%
-71.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.8% | +12.8% | +10.8% |
| 7D | +18.2% | +3.4% | +14.8% | +16.9% |
| 30D | -13.5% | -16.5% | +3.0% | -8.7% |
| 3M | -44.6% | +2.8% | -47.3% | -44.8% |
| 6M | -24.7% | +17.6% | -42.3% | -28.0% |
| YTD | -24.3% | -3.2% | -21.0% | -23.5% |
| 1Y | +155.6% | +0.4% | +155.1% | +155.9% |
| 3Y | -18.3% | +128.2% | -146.4% | -31.7% |
| 5Y | -41.3% | +137.7% | -179.0% | -51.6% |
| All | -48.5% | +22.9% | -71.4% | -57.5% |
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