+5.0%
UAL vs TECK
+108.8%
-103.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | -16.1% | +4.6% | -20.7% | -17.5% |
| 3M | +6.1% | +2.8% | +3.3% | +4.3% |
| 6M | +10.8% | +24.9% | -14.0% | +0.3% |
| YTD | -0.4% | +44.7% | -45.1% | -12.1% |
| 1Y | +5.0% | +112.0% | -107.0% | -9.4% |
| All | +5.0% | +108.8% | -103.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling