+101.1%
UAL vs TD
+303.3%
-202.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | +12.5% | -0.7% | +13.1% | +13.6% |
| 30D | +12.2% | +7.6% | +4.6% | +3.1% |
| 3M | -2.6% | +3.0% | -5.6% | -5.9% |
| 6M | +21.1% | +16.8% | +4.2% | +0.4% |
| YTD | +7.8% | +34.3% | -26.5% | -23.8% |
| 1Y | +25.4% | +56.0% | -30.6% | -25.8% |
| 3Y | +217.3% | +132.4% | +85.0% | +14.3% |
| 5Y | +132.9% | +103.7% | +29.2% | -1.8% |
| 10Y | +101.1% | +299.2% | -198.0% | -60.9% |
| All | +101.1% | +303.3% | -202.1% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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