-27.5%
TGT vs UAL
+113.1%
-140.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +2.6% | +8.2% | -5.5% | +0.7% |
| 30D | +5.0% | +2.3% | +2.6% | +4.2% |
| 3M | +8.5% | -12.7% | +21.2% | +11.7% |
| 6M | +23.8% | +12.7% | +11.1% | +18.8% |
| YTD | +66.5% | +0.8% | +65.7% | +62.6% |
| 1Y | +84.9% | +17.8% | +67.1% | +72.9% |
| 3Y | +59.2% | +206.7% | -147.5% | +11.4% |
| All | -27.5% | +113.1% | -140.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling