+153.9%
TRV vs UAL
+131.8%
+22.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | +0.5% | +3.5% | -3.0% | +0.1% |
| 30D | -4.9% | -16.5% | +11.6% | -3.2% |
| 3M | +23.7% | +2.8% | +21.0% | +23.0% |
| 6M | +20.3% | +17.6% | +2.7% | +17.4% |
| YTD | +27.1% | -3.2% | +30.3% | +26.3% |
| 1Y | +35.3% | +0.4% | +34.9% | +33.6% |
| 3Y | +139.8% | +128.2% | +11.7% | +109.7% |
| 5Y | +153.9% | +137.7% | +16.1% | +113.9% |
| All | +153.9% | +131.8% | +22.1% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling