+100.0%
UAL vs TDG
+540.0%
-440.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | -2.7% | +0.7% | +0.1% |
| 30D | -15.7% | -9.3% | -6.4% | -8.9% |
| 3M | +3.6% | -7.1% | +10.7% | +9.7% |
| 6M | +16.9% | -11.2% | +28.0% | +28.4% |
| YTD | -4.8% | -15.3% | +10.5% | +7.6% |
| 1Y | -0.9% | -12.5% | +11.5% | +8.0% |
| 3Y | +124.5% | +51.2% | +73.3% | +51.6% |
| 5Y | +140.2% | +126.1% | +14.0% | +17.2% |
| All | +100.0% | +540.0% | -440.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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