-12.6%
TLT vs UAL
+80.6%
-93.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.5% |
| 7D | -3.1% | -3.0% | -0.1% | -3.2% |
| 30D | +1.0% | +10.5% | -9.4% | +1.3% |
| 3M | -2.7% | -13.5% | +10.8% | -3.0% |
| 6M | -4.1% | +14.2% | -18.4% | -3.7% |
| YTD | -5.4% | -2.2% | -3.1% | -5.2% |
| 1Y | -7.0% | +12.5% | -19.5% | -6.5% |
| 3Y | +2.8% | +186.8% | -184.0% | +7.6% |
| 5Y | -35.4% | +119.4% | -154.7% | -32.4% |
| All | -12.6% | +80.6% | -93.2% | -11.6% |
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