+126.9%
UAL vs TEM
+90.1%
+36.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -5.9% | +0.7% |
| 7D | +8.2% | +5.3% | +2.9% | +7.1% |
| 30D | +2.3% | +8.1% | -5.8% | +0.7% |
| 3M | -12.7% | +64.9% | -77.6% | -22.2% |
| 6M | +12.7% | +42.1% | -29.5% | +2.4% |
| YTD | +0.8% | +28.8% | -28.0% | -7.8% |
| 1Y | +17.8% | +5.5% | +12.3% | +11.6% |
| All | +126.9% | +90.1% | +36.8% | +79.6% |
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