+299.4%
TEL vs UAL
+98.4%
+201.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +1.2% | -1.1% | +2.4% | +1.5% |
| 30D | -4.1% | -13.4% | +9.3% | -0.3% |
| 3M | -2.6% | -2.3% | -0.3% | -2.5% |
| 6M | 0.0% | +13.3% | -13.3% | -4.4% |
| YTD | -9.1% | -4.2% | -4.9% | -9.3% |
| 1Y | -0.8% | +1.4% | -2.2% | -3.2% |
| 3Y | +67.4% | +125.8% | -58.4% | +22.8% |
| 5Y | +51.8% | +130.0% | -78.2% | +6.0% |
| 10Y | +299.4% | +104.2% | +195.2% | +155.9% |
| All | +299.4% | +98.4% | +201.0% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling