-76.0%
TE vs UAL
+28.1%
-104.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.9% |
| 7D | -12.6% | +8.2% | -20.7% | -14.8% |
| 30D | -36.7% | +2.3% | -39.1% | -37.1% |
| 3M | -57.5% | -12.7% | -44.8% | -55.6% |
| 6M | -55.2% | +12.7% | -67.9% | -56.2% |
| YTD | -64.7% | +0.8% | -65.5% | -64.7% |
| 1Y | -35.9% | +17.8% | -53.7% | -38.4% |
| 3Y | -31.8% | +206.7% | -238.5% | -45.7% |
| 5Y | -79.4% | +113.9% | -193.3% | -83.2% |
| All | -76.0% | +28.1% | -104.0% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling