+208.2%
TGT vs UAL
+98.4%
+109.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | -3.6% | -1.1% | -2.4% | -3.4% |
| 30D | +4.4% | -13.4% | +17.9% | +6.7% |
| 3M | +25.4% | -2.3% | +27.7% | +25.4% |
| 6M | +33.4% | +13.3% | +20.0% | +29.7% |
| YTD | +65.6% | -4.2% | +69.8% | +64.8% |
| 1Y | +80.3% | +1.4% | +78.9% | +77.3% |
| 3Y | +42.1% | +125.8% | -83.7% | +21.6% |
| 5Y | -25.0% | +130.0% | -155.0% | -37.2% |
| 10Y | +208.2% | +104.2% | +104.0% | +158.7% |
| All | +208.2% | +98.4% | +109.8% | +158.7% |
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