+25.4%
UAL vs TAP
-9.9%
+35.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +12.5% | -4.5% | +17.0% | +13.3% |
| 30D | +12.2% | +7.5% | +4.7% | +11.2% |
| 3M | -2.6% | -4.9% | +2.3% | -1.6% |
| 6M | +21.1% | -3.5% | +24.6% | +21.7% |
| YTD | +7.8% | -11.4% | +19.2% | +9.2% |
| 1Y | +25.4% | -10.8% | +36.2% | +26.4% |
| All | +25.4% | -9.9% | +35.3% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling