+73.7%
UAL vs TAP
-46.0%
+119.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -5.0% | -3.5% |
| 7D | -3.0% | +1.3% | -4.3% | -3.8% |
| 30D | +10.5% | +5.7% | +4.7% | +6.5% |
| 3M | -13.5% | -1.9% | -11.6% | -13.4% |
| 6M | +14.2% | +0.9% | +13.3% | +11.7% |
| YTD | -2.2% | -9.5% | +7.3% | +0.5% |
| 1Y | +12.5% | -9.0% | +21.4% | +15.0% |
| 3Y | +186.8% | -22.2% | +209.1% | +212.2% |
| 5Y | +119.4% | +1.2% | +118.1% | +93.9% |
| All | +73.7% | -46.0% | +119.7% | +56.2% |
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