+151.8%
TER vs UAL
+197.6%
-45.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +1.6% |
| 7D | -20.5% | +8.2% | -28.6% | -23.7% |
| 30D | -47.0% | +2.3% | -49.3% | -47.8% |
| 3M | -43.3% | -12.7% | -30.6% | -39.7% |
| 6M | -42.9% | +12.7% | -55.6% | -46.4% |
| YTD | +12.9% | +0.8% | +12.0% | +10.6% |
| 1Y | +18.2% | +17.8% | +0.4% | +8.4% |
| 3Y | +151.8% | +206.7% | -54.9% | +45.9% |
| All | +151.8% | +197.6% | -45.8% | +45.9% |
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 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