-79.7%
TE vs UAL
+109.3%
-188.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.3% |
| 7D | -12.6% | +8.2% | -20.7% | -16.9% |
| 30D | -36.7% | +2.3% | -39.1% | -37.6% |
| 3M | -57.5% | -12.7% | -44.8% | -53.8% |
| 6M | -55.2% | +12.7% | -67.9% | -57.7% |
| YTD | -64.7% | +0.8% | -65.5% | -65.2% |
| 1Y | -35.9% | +17.8% | -53.7% | -42.1% |
| 3Y | -31.8% | +206.7% | -238.5% | -64.5% |
| All | -79.7% | +109.3% | -188.9% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling