+123.9%
UAL vs TEM
+89.7%
+34.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.6% | -5.2% |
| 7D | +0.7% | +7.8% | -7.1% | -0.6% |
| 30D | +7.8% | +11.2% | -3.5% | +5.5% |
| 3M | -11.1% | +39.0% | -50.1% | -17.9% |
| 6M | +16.1% | +61.6% | -45.6% | +3.0% |
| YTD | -0.5% | +28.5% | -29.0% | -9.0% |
| 1Y | +11.3% | +6.7% | +4.5% | +5.2% |
| All | +123.9% | +89.7% | +34.2% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling