+27.5%
UAL vs TCOM
-39.6%
+67.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.2% | +4.8% | +7.3% |
| 7D | +11.9% | +10.7% | +1.2% | +9.7% |
| 30D | +5.2% | +10.1% | -4.8% | +3.2% |
| 3M | -12.7% | -8.9% | -3.9% | -10.9% |
| 6M | +28.5% | -19.2% | +47.7% | +36.9% |
| YTD | +3.5% | -40.6% | +44.2% | +17.8% |
| 1Y | +27.5% | -39.0% | +66.6% | +43.4% |
| All | +27.5% | -39.6% | +67.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling