-11.8%
TLT vs UAL
+97.8%
-109.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | 0.0% |
| 7D | -1.0% | +2.3% | -3.3% | -1.0% |
| 30D | +3.7% | +13.3% | -9.7% | +4.0% |
| 3M | -0.8% | -6.3% | +5.5% | -0.9% |
| 6M | -3.6% | +22.5% | -26.1% | -3.0% |
| YTD | -3.9% | +5.9% | -9.8% | -3.6% |
| 1Y | -6.2% | +24.7% | -30.9% | -5.5% |
| 3Y | +4.2% | +211.6% | -207.4% | +9.2% |
| 5Y | -34.7% | +130.6% | -165.2% | -31.7% |
| 10Y | -11.8% | +96.5% | -108.3% | -10.4% |
| All | -11.8% | +97.8% | -109.6% | -10.4% |
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