+133.6%
UAL vs TD
+128.3%
+5.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.4% |
| 30D | -16.1% | +0.4% | -16.5% | -16.5% |
| 3M | +6.1% | +7.6% | -1.5% | -1.4% |
| 6M | +10.8% | +25.0% | -14.1% | -10.4% |
| YTD | -0.4% | +31.0% | -31.4% | -22.6% |
| 1Y | +5.0% | +65.2% | -60.2% | -33.4% |
| All | +133.6% | +128.3% | +5.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling