+139.2%
UAL vs TAP
+2.2%
+137.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.7% | -2.3% | +3.0% | +1.7% |
| 30D | -16.1% | -2.1% | -14.0% | -15.5% |
| 3M | +6.1% | +6.6% | -0.5% | +2.8% |
| 6M | +10.8% | -11.5% | +22.3% | +15.8% |
| YTD | -0.4% | -10.3% | +9.9% | +2.7% |
| 1Y | +5.0% | -14.4% | +19.4% | +10.2% |
| 3Y | +124.0% | -28.3% | +152.3% | +151.0% |
| All | +139.2% | +2.2% | +137.0% | +103.0% |
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