+244.8%
UAL vs TDY
+1,832.0%
-1,587.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.3% |
| 7D | -3.0% | +4.1% | -7.1% | -5.9% |
| 30D | +10.5% | +5.7% | +4.7% | +5.3% |
| 3M | -13.5% | -4.4% | -9.0% | -10.9% |
| 6M | +14.2% | +1.2% | +13.0% | +12.3% |
| YTD | -2.2% | +26.0% | -28.3% | -19.4% |
| 1Y | +12.5% | +27.4% | -14.9% | -8.1% |
| 3Y | +186.8% | +67.5% | +119.3% | +89.9% |
| 5Y | +119.4% | +44.9% | +74.5% | +60.4% |
| 10Y | +81.4% | +440.9% | -359.5% | -47.9% |
| All | +244.8% | +1,832.0% | -1,587.2% | -60.2% |
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