+99.1%
UAL vs TECH
+178.6%
-79.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | +3.4% | +0.2% | +3.3% | +3.4% |
| 30D | -16.5% | +0.1% | -16.6% | -16.5% |
| 3M | +2.8% | +37.5% | -34.7% | -8.9% |
| 6M | +17.6% | +34.6% | -17.0% | +3.1% |
| YTD | -3.2% | +23.5% | -26.7% | -12.6% |
| 1Y | +0.4% | +34.4% | -34.0% | -13.2% |
| 3Y | +128.2% | +2.3% | +125.9% | +110.5% |
| 5Y | +137.7% | -41.7% | +179.4% | +160.1% |
| 10Y | +99.1% | +177.6% | -78.5% | +3.9% |
| All | +99.1% | +178.6% | -79.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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