+99.1%
UAL vs TD
+295.4%
-196.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -1.7% |
| 7D | +3.5% | +0.9% | +2.6% | +2.4% |
| 30D | -16.5% | -0.7% | -15.8% | -15.9% |
| 3M | +2.8% | +6.3% | -3.5% | -4.7% |
| 6M | +17.6% | +27.9% | -10.4% | -12.2% |
| YTD | -3.2% | +29.8% | -33.0% | -28.8% |
| 1Y | +0.4% | +63.7% | -63.2% | -44.0% |
| 3Y | +128.2% | +128.3% | -0.2% | -16.3% |
| 5Y | +137.7% | +125.5% | +12.2% | -12.9% |
| 10Y | +99.1% | +296.7% | -197.6% | -59.8% |
| All | +99.1% | +295.4% | -196.3% | -59.8% |
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