+84.7%
TFC vs UAL
+106.7%
-22.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | -0.5% |
| 7D | +0.3% | +10.2% | -9.9% | -3.2% |
| 30D | +9.2% | +12.0% | -2.9% | +4.4% |
| 3M | -2.9% | -7.1% | +4.2% | -1.1% |
| 6M | +3.5% | +20.9% | -17.4% | -5.2% |
| YTD | +5.4% | +7.7% | -2.2% | -0.7% |
| 1Y | +17.3% | +23.6% | -6.2% | +4.7% |
| 3Y | +96.7% | +222.6% | -125.9% | +14.4% |
| 5Y | -1.1% | +127.9% | -129.1% | -37.7% |
| 10Y | +84.7% | +100.2% | -15.5% | +7.3% |
| All | +84.7% | +106.7% | -22.0% | +7.3% |
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 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