+74.6%
TLT vs UAL
+242.1%
-167.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -2.7% | +6.1% | -8.9% | -2.5% |
| 6M | -5.6% | +10.8% | -16.5% | -5.2% |
| YTD | -2.8% | -0.4% | -2.4% | -2.6% |
| 1Y | -1.4% | +5.0% | -6.5% | -1.0% |
| 3Y | -1.6% | +124.0% | -125.6% | +2.2% |
| 5Y | -33.8% | +141.0% | -174.8% | -30.5% |
| 10Y | -21.1% | +118.0% | -139.2% | -15.5% |
| All | +74.6% | +242.1% | -167.5% | +101.1% |
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