+181.0%
TFC vs UAL
+246.2%
-65.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.5% |
| 7D | +1.2% | +8.2% | -6.9% | -1.0% |
| 30D | +8.3% | +2.3% | +6.0% | +7.4% |
| 3M | -5.2% | -12.7% | +7.5% | -2.1% |
| 6M | -0.8% | +12.7% | -13.5% | -5.3% |
| YTD | +3.4% | +0.8% | +2.6% | +0.8% |
| 1Y | +17.0% | +17.8% | -0.8% | +9.1% |
| 3Y | +86.2% | +206.7% | -120.5% | +28.0% |
| 5Y | -2.3% | +113.9% | -116.2% | -28.3% |
| 10Y | +93.9% | +97.0% | -3.1% | +31.5% |
| All | +181.0% | +246.2% | -65.2% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling