+17.0%
TFC vs UAL
+18.2%
-1.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.4% |
| 7D | +1.2% | +8.2% | -6.9% | -0.6% |
| 30D | +8.3% | +2.3% | +6.0% | +7.6% |
| 3M | -5.2% | -12.7% | +7.5% | -2.7% |
| 6M | -0.8% | +12.7% | -13.5% | -4.9% |
| YTD | +3.4% | +0.8% | +2.6% | +1.9% |
| 1Y | +17.0% | +17.8% | -0.8% | +11.3% |
| All | +17.0% | +18.2% | -1.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling