-31.8%
TE vs UAL
+197.6%
-229.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.2% |
| 7D | -12.6% | +8.2% | -20.7% | -17.1% |
| 30D | -36.7% | +2.3% | -39.1% | -37.7% |
| 3M | -57.5% | -12.7% | -44.8% | -53.6% |
| 6M | -55.2% | +12.7% | -67.9% | -57.8% |
| YTD | -64.7% | +0.8% | -65.5% | -65.1% |
| 1Y | -35.9% | +17.8% | -53.7% | -42.2% |
| 3Y | -31.8% | +206.7% | -238.5% | -70.1% |
| All | -31.8% | +197.6% | -229.4% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling