+96.6%
TFC vs UAL
+127.4%
-30.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -1.3% | -16.1% | +14.8% | +3.8% |
| 3M | +6.1% | +6.1% | -0.1% | +3.3% |
| 6M | +7.3% | +10.8% | -3.5% | +2.1% |
| YTD | +8.2% | -0.4% | +8.6% | +6.0% |
| 1Y | +14.4% | +5.0% | +9.4% | +9.6% |
| All | +96.6% | +127.4% | -30.8% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling