+27.5%
UAL vs TEM
-11.1%
+38.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.8% | +10.8% | +8.3% |
| 7D | +11.9% | -1.3% | +13.2% | +12.0% |
| 30D | +5.2% | -9.5% | +14.7% | +6.0% |
| 3M | -12.7% | +60.7% | -73.4% | -20.3% |
| 6M | +28.5% | +35.5% | -7.0% | +20.1% |
| YTD | +3.5% | +28.0% | -24.5% | -4.9% |
| 1Y | +27.5% | -10.5% | +38.0% | +27.0% |
| All | +27.5% | -11.1% | +38.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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