+329.6%
TTD vs UAL
+123.4%
+206.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +5.2% | +8.2% | -2.9% | +2.6% |
| 30D | +6.9% | +2.3% | +4.6% | +6.0% |
| 3M | -26.8% | -12.7% | -14.1% | -24.0% |
| 6M | -46.1% | +12.7% | -58.8% | -48.8% |
| YTD | -65.9% | +0.8% | -66.8% | -67.2% |
| 1Y | -71.8% | +17.8% | -89.6% | -74.3% |
| 3Y | -83.3% | +206.7% | -290.0% | -89.5% |
| 5Y | -81.1% | +113.9% | -195.0% | -87.0% |
| 10Y | +441.7% | +97.0% | +344.7% | +327.6% |
| All | +329.6% | +123.4% | +206.2% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling