-4.8%
TLT vs UAL
+18.2%
-23.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | +0.1% | +8.2% | -8.1% | -0.5% |
| 30D | +6.2% | +2.3% | +3.8% | +5.9% |
| 3M | +0.1% | -12.7% | +12.7% | +0.9% |
| 6M | -3.0% | +12.7% | -15.7% | -4.0% |
| YTD | -2.7% | +0.8% | -3.6% | -3.8% |
| 1Y | -4.8% | +17.8% | -22.6% | -7.2% |
| All | -4.8% | +18.2% | -23.1% | -7.2% |
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