+98.6%
TFC vs UAL
+103.3%
-4.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.1% |
| 7D | +2.2% | +3.5% | -1.2% | +1.0% |
| 30D | -2.5% | -16.5% | +14.0% | +3.8% |
| 3M | +4.5% | +2.8% | +1.8% | +2.4% |
| 6M | +11.0% | +17.6% | -6.6% | +2.3% |
| YTD | +5.9% | -3.2% | +9.1% | +4.1% |
| 1Y | +14.6% | +0.4% | +14.1% | +10.3% |
| 3Y | +96.7% | +128.2% | -31.4% | +30.7% |
| 5Y | +15.6% | +137.7% | -122.2% | -28.5% |
| 10Y | +98.6% | +99.1% | -0.5% | +11.0% |
| All | +98.6% | +103.3% | -4.7% | +11.0% |
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