+210.0%
TGT vs UAL
+97.8%
+112.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +0.5% | +2.3% | -1.8% | +0.1% |
| 30D | +6.7% | +13.3% | -6.7% | +4.5% |
| 3M | +8.4% | -6.3% | +14.7% | +9.2% |
| 6M | +40.7% | +22.5% | +18.2% | +35.3% |
| YTD | +72.2% | +5.9% | +66.4% | +68.5% |
| 1Y | +86.2% | +24.7% | +61.5% | +77.2% |
| 3Y | +68.8% | +211.6% | -142.8% | +38.2% |
| 5Y | -25.2% | +130.6% | -155.8% | -37.8% |
| 10Y | +210.0% | +96.5% | +113.6% | +175.2% |
| All | +210.0% | +97.8% | +112.3% | +175.2% |
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