+101.1%
UAL vs TAP
-48.8%
+150.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +12.5% | -4.5% | +17.0% | +15.3% |
| 30D | +12.2% | +7.5% | +4.7% | +7.2% |
| 3M | -2.6% | -4.9% | +2.3% | -0.8% |
| 6M | +21.1% | -3.5% | +24.6% | +21.5% |
| YTD | +7.8% | -11.4% | +19.2% | +12.2% |
| 1Y | +25.4% | -10.8% | +36.2% | +29.5% |
| 3Y | +217.3% | -24.5% | +241.8% | +251.4% |
| 5Y | +132.9% | +2.5% | +130.4% | +103.8% |
| 10Y | +101.1% | -47.6% | +148.7% | +83.0% |
| All | +101.1% | -48.8% | +150.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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