+2.8%
TLT vs UAL
+189.3%
-186.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -3.1% | -3.0% | -0.1% | -3.0% |
| 30D | +1.0% | +10.5% | -9.4% | +0.8% |
| 3M | -2.7% | -13.5% | +10.8% | -2.5% |
| 6M | -4.1% | +14.2% | -18.4% | -4.4% |
| YTD | -5.4% | -2.2% | -3.1% | -5.6% |
| 1Y | -7.0% | +12.5% | -19.5% | -7.3% |
| 3Y | +2.8% | +186.8% | -184.0% | +0.5% |
| All | +2.8% | +189.3% | -186.5% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling