-21.7%
TLT vs UAL
+115.8%
-137.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.2% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.6% | -16.1% | +15.5% | -1.0% |
| 3M | -2.7% | +6.1% | -8.9% | -2.5% |
| 6M | -5.6% | +10.8% | -16.5% | -5.3% |
| YTD | -2.8% | -0.4% | -2.4% | -2.7% |
| 1Y | -1.4% | +5.0% | -6.5% | -1.1% |
| 3Y | -1.6% | +124.0% | -125.6% | +1.9% |
| 5Y | -33.8% | +141.0% | -174.8% | -30.5% |
| All | -21.7% | +115.8% | -137.4% | -21.8% |
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