+279.7%
UAL vs TCOM
+1,032.9%
-753.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.0% |
| 7D | +10.2% | +7.4% | +2.8% | +7.7% |
| 30D | +12.0% | +13.2% | -1.2% | +7.6% |
| 3M | -7.1% | -4.6% | -2.5% | -6.1% |
| 6M | +20.9% | -16.4% | +37.3% | +26.5% |
| YTD | +7.7% | -38.8% | +46.4% | +23.7% |
| 1Y | +23.6% | -37.3% | +60.9% | +40.8% |
| 3Y | +222.6% | +31.4% | +191.1% | +174.8% |
| 5Y | +127.9% | +45.5% | +82.4% | +71.9% |
| 10Y | +100.2% | +4.6% | +95.6% | +60.3% |
| All | +279.7% | +1,032.9% | -753.2% | +5.8% |
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