+142.3%
UAL vs TEM
+111.1%
+31.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.0% | -4.3% | +4.8% |
| 7D | +10.2% | +7.6% | +2.6% | +8.7% |
| 30D | +12.0% | +19.0% | -7.0% | +8.4% |
| 3M | -7.1% | +62.2% | -69.3% | -16.7% |
| 6M | +20.9% | +69.4% | -48.5% | +6.5% |
| YTD | +7.7% | +43.0% | -35.3% | -3.3% |
| 1Y | +23.6% | +18.0% | +5.6% | +14.8% |
| All | +142.3% | +111.1% | +31.2% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling