+132.9%
UAL vs TAP
+2.6%
+130.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +12.5% | -4.5% | +17.0% | +14.5% |
| 30D | +12.2% | +7.5% | +4.7% | +8.7% |
| 3M | -2.6% | -4.9% | +2.3% | -1.1% |
| 6M | +21.1% | -3.5% | +24.6% | +21.7% |
| YTD | +7.8% | -11.4% | +19.2% | +11.3% |
| 1Y | +25.4% | -10.8% | +36.2% | +28.7% |
| 3Y | +217.3% | -24.5% | +241.8% | +244.7% |
| 5Y | +132.9% | +2.5% | +130.4% | +92.7% |
| All | +132.9% | +2.6% | +130.2% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling