+74.0%
TLT vs UAL
+246.2%
-172.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.1% | +8.2% | -8.1% | +0.3% |
| 30D | +6.2% | +2.3% | +3.8% | +6.3% |
| 3M | -0.3% | -12.7% | +12.3% | -0.7% |
| 6M | -3.4% | +12.7% | -16.0% | -2.9% |
| YTD | -3.1% | +0.8% | -3.9% | -2.9% |
| 1Y | -5.2% | +17.8% | -23.0% | -4.5% |
| 3Y | +6.5% | +206.7% | -200.2% | +11.8% |
| 5Y | -34.7% | +113.9% | -148.6% | -31.8% |
| 10Y | -17.6% | +97.0% | -114.6% | -12.0% |
| All | +74.0% | +246.2% | -172.3% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling