+139.2%
UAL vs TECK
+200.8%
-61.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.6% |
| 3M | +6.1% | +2.8% | +3.3% | +4.2% |
| 6M | +10.8% | +24.9% | -14.0% | +0.9% |
| YTD | -0.4% | +44.7% | -45.1% | -14.4% |
| 1Y | +5.0% | +112.0% | -107.0% | -22.1% |
| 3Y | +124.0% | +67.6% | +56.4% | +75.4% |
| All | +139.2% | +200.8% | -61.7% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling