+251.3%
UAL vs TD
+895.2%
-643.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +4.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.3% |
| 30D | -16.1% | +0.4% | -16.5% | -16.5% |
| 3M | +6.1% | +7.6% | -1.5% | -2.4% |
| 6M | +10.8% | +25.0% | -14.1% | -13.0% |
| YTD | -0.4% | +31.0% | -31.4% | -25.6% |
| 1Y | +5.0% | +65.2% | -60.2% | -39.2% |
| 3Y | +124.0% | +122.5% | +1.5% | -7.7% |
| 5Y | +141.0% | +124.8% | +16.2% | -2.1% |
| 10Y | +118.0% | +298.2% | -180.2% | -48.2% |
| All | +251.3% | +895.2% | -643.9% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling