+79.0%
TFC vs UAL
+97.8%
-18.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -2.1% |
| 30D | +7.8% | +13.3% | -5.6% | +2.7% |
| 3M | -3.0% | -6.3% | +3.3% | -1.4% |
| 6M | +5.8% | +22.5% | -16.7% | -3.6% |
| YTD | +5.3% | +5.9% | -0.6% | -0.3% |
| 1Y | +15.7% | +24.7% | -9.0% | +2.9% |
| 3Y | +94.8% | +211.6% | -116.8% | +14.7% |
| 5Y | 0.0% | +130.6% | -130.5% | -37.3% |
| 10Y | +79.0% | +96.5% | -17.5% | +3.4% |
| All | +79.0% | +97.8% | -18.8% | +3.4% |
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