+365.8%
TTD vs UAL
+114.5%
+251.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.0% |
| 7D | +1.7% | +3.4% | -1.7% | +0.7% |
| 30D | +1.6% | -16.5% | +18.1% | +7.4% |
| 3M | -27.8% | +2.8% | -30.6% | -28.9% |
| 6M | -52.1% | +17.6% | -69.7% | -55.5% |
| YTD | -63.1% | -3.2% | -59.9% | -63.8% |
| 1Y | -73.1% | +0.4% | -73.5% | -74.2% |
| 3Y | -83.3% | +128.2% | -211.4% | -88.4% |
| 5Y | -80.6% | +137.7% | -218.3% | -86.9% |
| All | +365.8% | +114.5% | +251.3% | +316.2% |
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