-74.8%
TTD vs UAL
+213.3%
-288.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.1% |
| 7D | +20.8% | +2.3% | +18.5% | +20.2% |
| 30D | +33.8% | +13.3% | +20.5% | +29.4% |
| 3M | +17.8% | -6.3% | +24.1% | +19.5% |
| 6M | -25.7% | +22.5% | -48.3% | -30.3% |
| YTD | -57.9% | +5.9% | -63.8% | -59.4% |
| 1Y | -63.8% | +24.7% | -88.5% | -67.1% |
| All | -74.8% | +213.3% | -288.1% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling