+248.5%
UAL vs TAP
+123.4%
+125.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.4% | -3.4% |
| 7D | +5.0% | +7.7% | -2.7% | +1.1% |
| 30D | -1.2% | +14.4% | -15.6% | -8.3% |
| 3M | -16.8% | +2.0% | -18.8% | -18.3% |
| 6M | +18.0% | +2.5% | +15.5% | +14.9% |
| YTD | -1.2% | -6.4% | +5.2% | -0.1% |
| 1Y | +14.3% | -2.3% | +16.6% | +12.5% |
| 3Y | +194.6% | -20.3% | +214.9% | +215.9% |
| 5Y | +109.6% | +6.9% | +102.7% | +86.4% |
| 10Y | +93.1% | -46.3% | +139.4% | +125.5% |
| All | +248.5% | +123.4% | +125.2% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling