+73.5%
TFC vs UAL
+83.8%
-10.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +1.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.3% |
| 30D | +8.6% | +7.8% | +0.9% | +5.3% |
| 3M | -4.3% | -11.1% | +6.7% | -1.0% |
| 6M | +5.4% | +16.1% | -10.7% | -2.2% |
| YTD | +4.5% | -0.5% | +5.0% | +1.1% |
| 1Y | +14.0% | +11.3% | +2.7% | +5.6% |
| 3Y | +93.4% | +192.8% | -99.5% | +16.3% |
| 5Y | +0.5% | +123.3% | -122.8% | -36.4% |
| All | +73.5% | +83.8% | -10.2% | +4.3% |
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