+120.0%
UAL vs TEM
+79.0%
+41.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.7% | +3.9% | -0.7% |
| 7D | -3.0% | -5.9% | +2.8% | -2.0% |
| 30D | +10.5% | +4.8% | +5.7% | +9.3% |
| 3M | -13.5% | +31.9% | -45.4% | -19.4% |
| 6M | +14.2% | +56.0% | -41.8% | +1.9% |
| YTD | -2.2% | +21.3% | -23.5% | -9.7% |
| 1Y | +12.5% | +5.4% | +7.1% | +6.5% |
| All | +120.0% | +79.0% | +41.0% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling