+100.2%
UAL vs TD
+311.5%
-211.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.0% |
| 7D | +10.2% | -0.6% | +10.8% | +11.3% |
| 30D | +12.0% | +7.9% | +4.1% | +2.6% |
| 3M | -7.1% | +3.1% | -10.2% | -10.3% |
| 6M | +20.9% | +17.2% | +3.7% | -0.1% |
| YTD | +7.7% | +34.7% | -27.1% | -24.2% |
| 1Y | +23.6% | +56.9% | -33.3% | -27.4% |
| 3Y | +222.6% | +134.7% | +87.8% | +14.8% |
| 5Y | +127.9% | +104.8% | +23.2% | -4.5% |
| 10Y | +100.2% | +305.8% | -205.6% | -60.3% |
| All | +100.2% | +311.5% | -211.3% | -60.3% |
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