+125.4%
UAL vs TLN
+710.8%
-585.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.0% |
| 7D | -3.0% | +11.0% | -14.1% | -5.8% |
| 30D | +10.5% | +4.9% | +5.6% | +8.3% |
| 3M | -13.5% | +4.9% | -18.4% | -15.7% |
| 6M | +14.2% | +7.1% | +7.1% | +9.4% |
| YTD | -2.2% | +0.3% | -2.6% | -5.6% |
| 1Y | +12.5% | +5.9% | +6.6% | +6.9% |
| 3Y | +186.8% | +578.5% | -391.6% | +70.6% |
| All | +125.4% | +710.8% | -585.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling