-4.6%
TLT vs UAL
+21.4%
-25.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.7% | -0.5% |
| 7D | +0.3% | +10.2% | -9.9% | -0.5% |
| 30D | +5.1% | +12.0% | -6.9% | +4.1% |
| 3M | -0.2% | -7.1% | +6.9% | +0.2% |
| 6M | -2.9% | +20.9% | -23.8% | -4.5% |
| YTD | -2.7% | +7.7% | -10.3% | -4.3% |
| All | -4.6% | +21.4% | -25.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling