+112.3%
UAL vs TAP
+2.0%
+110.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +3.8% |
| 7D | +8.2% | +0.5% | +7.6% | +7.9% |
| 30D | +2.3% | +9.1% | -6.8% | -1.5% |
| 3M | -12.7% | -3.8% | -8.9% | -11.7% |
| 6M | +12.7% | -3.4% | +16.1% | +13.3% |
| YTD | +0.8% | -10.6% | +11.5% | +3.7% |
| 1Y | +17.8% | -4.4% | +22.2% | +17.0% |
| 3Y | +206.7% | -24.4% | +231.1% | +233.4% |
| All | +112.3% | +2.0% | +110.3% | +75.2% |
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