-48.8%
TE vs UAL
+16.4%
-65.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.0% | -1.5% | -2.9% |
| 7D | -13.6% | +0.7% | -14.3% | -14.4% |
| 30D | -37.7% | +7.8% | -45.4% | -41.6% |
| 3M | -59.8% | -11.1% | -48.7% | -56.1% |
| 6M | -66.3% | +16.1% | -82.4% | -69.6% |
| YTD | -70.5% | -0.5% | -70.0% | -69.6% |
| 1Y | -48.8% | +11.3% | -60.1% | -51.8% |
| All | -48.8% | +16.4% | -65.3% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling