+106.4%
UAL vs TCOM
-9.8%
+116.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | +3.5% | -7.6% | +11.1% | +6.4% |
| 30D | -16.5% | -12.2% | -4.2% | -12.6% |
| 3M | +2.8% | -14.2% | +17.0% | +7.5% |
| 6M | +17.6% | -25.0% | +42.6% | +29.3% |
| YTD | -3.2% | -43.7% | +40.5% | +17.3% |
| 1Y | +0.4% | -44.5% | +45.0% | +22.4% |
| 3Y | +128.2% | +13.4% | +114.7% | +96.6% |
| 5Y | +137.7% | +26.5% | +111.3% | +74.7% |
| All | +106.4% | -9.8% | +116.1% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling