+241.4%
UAL vs TDY
+1,716.0%
-1,474.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.1% |
| 7D | +3.5% | -0.9% | +4.3% | +4.2% |
| 30D | -16.5% | -12.5% | -4.0% | -7.4% |
| 3M | +2.8% | -1.2% | +4.0% | +3.8% |
| 6M | +17.6% | -6.6% | +24.1% | +23.7% |
| YTD | -3.2% | +18.5% | -21.7% | -15.8% |
| 1Y | +0.4% | +10.8% | -10.3% | -8.3% |
| 3Y | +128.2% | +47.5% | +80.7% | +67.6% |
| 5Y | +137.7% | +35.8% | +101.9% | +83.5% |
| 10Y | +99.1% | +459.0% | -359.8% | -43.9% |
| All | +241.4% | +1,716.0% | -1,474.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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