+222.6%
UAL vs TAP
-24.9%
+247.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.1% |
| 7D | +10.2% | -7.8% | +18.0% | +12.9% |
| 30D | +12.0% | +7.1% | +4.9% | +9.5% |
| 3M | -7.1% | -7.0% | 0.0% | -5.1% |
| 6M | +20.9% | -3.8% | +24.7% | +21.7% |
| YTD | +7.7% | -11.7% | +19.4% | +10.5% |
| 1Y | +23.6% | -10.1% | +33.7% | +25.7% |
| 3Y | +222.6% | -23.7% | +246.3% | +234.5% |
| All | +222.6% | -24.9% | +247.4% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling