-80.8%
TTD vs UAL
+142.0%
-222.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.4% |
| 7D | +6.3% | +0.7% | +5.6% | +6.0% |
| 30D | -23.9% | -16.1% | -7.8% | -18.5% |
| 3M | -31.4% | +6.1% | -37.5% | -33.6% |
| 6M | -42.7% | +10.8% | -53.5% | -46.8% |
| YTD | -62.0% | -0.4% | -61.6% | -63.4% |
| 1Y | -72.2% | +5.0% | -77.2% | -74.3% |
| 3Y | -81.9% | +124.0% | -206.0% | -89.4% |
| All | -80.8% | +142.0% | -222.9% | -90.4% |
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