-53.2%
TE vs UAL
+26.5%
-79.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.6% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | -15.9% | -16.1% | +0.2% | -11.3% |
| 3M | -60.5% | +6.1% | -66.7% | -61.0% |
| 6M | -35.2% | +10.8% | -46.1% | -37.0% |
| YTD | -31.1% | -0.4% | -30.7% | -31.0% |
| 1Y | +148.6% | +5.0% | +143.6% | +146.2% |
| 3Y | -26.4% | +124.0% | -150.4% | -38.5% |
| 5Y | -48.0% | +141.0% | -189.0% | -57.5% |
| All | -53.2% | +26.5% | -79.7% | -61.6% |
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