+255.6%
UAL vs TCOM
+1,041.4%
-785.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.6% |
| 7D | +8.2% | +12.1% | -3.9% | +4.3% |
| 30D | +2.3% | +16.5% | -14.2% | -2.6% |
| 3M | -12.7% | -4.0% | -8.6% | -11.9% |
| 6M | +12.7% | -18.5% | +31.2% | +18.9% |
| YTD | +0.8% | -38.3% | +39.1% | +15.6% |
| 1Y | +17.8% | -36.6% | +54.4% | +33.8% |
| 3Y | +206.7% | +31.1% | +175.6% | +161.5% |
| 5Y | +113.9% | +47.6% | +66.3% | +60.6% |
| 10Y | +97.0% | +5.1% | +91.9% | +57.6% |
| All | +255.6% | +1,041.4% | -785.7% | -1.1% |
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