+24.7%
UAL vs TAP
-11.8%
+36.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +2.3% | -8.0% | +10.3% | +3.7% |
| 30D | +13.3% | +4.1% | +9.3% | +12.9% |
| 3M | -6.3% | -4.4% | -1.9% | -5.4% |
| 6M | +22.5% | -1.9% | +24.5% | +23.0% |
| YTD | +5.9% | -12.1% | +17.9% | +7.3% |
| 1Y | +24.7% | -12.0% | +36.7% | +26.1% |
| All | +24.7% | -11.8% | +36.5% | +26.1% |
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