+251.3%
UAL vs TCOM
+955.5%
-704.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | +0.7% | -9.5% | +10.2% | +3.9% |
| 30D | -16.1% | -10.7% | -5.4% | -13.2% |
| 3M | +6.1% | -14.6% | +20.8% | +10.6% |
| 6M | +10.8% | -19.3% | +30.2% | +17.5% |
| YTD | -0.4% | -42.9% | +42.5% | +17.3% |
| 1Y | +5.0% | -43.8% | +48.8% | +24.3% |
| 3Y | +124.0% | +2.1% | +121.9% | +107.3% |
| 5Y | +141.0% | +31.2% | +109.8% | +87.9% |
| 10Y | +118.0% | -13.9% | +131.9% | +85.4% |
| All | +251.3% | +955.5% | -704.1% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling