+550.5%
TTD vs UAL
+106.7%
+443.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +6.8% | +8.7% | +13.3% |
| 7D | +19.0% | +10.2% | +8.8% | +15.5% |
| 30D | +23.6% | +12.0% | +11.6% | +19.3% |
| 3M | +8.2% | -7.1% | +15.3% | +10.5% |
| 6M | -35.3% | +20.9% | -56.2% | -39.8% |
| YTD | -60.7% | +7.7% | -68.3% | -62.8% |
| 1Y | -65.3% | +23.6% | -88.8% | -68.8% |
| 3Y | -80.6% | +222.6% | -303.1% | -88.0% |
| 5Y | -84.6% | +127.9% | -212.6% | -89.6% |
| 10Y | +550.5% | +100.2% | +450.3% | +326.7% |
| All | +550.5% | +106.7% | +443.8% | +326.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling