+148.2%
UAL vs TLN
+683.0%
-534.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.2% | -0.5% | +4.9% |
| 7D | +10.2% | +9.1% | +1.1% | +7.2% |
| 30D | +12.0% | -4.1% | +16.1% | +12.7% |
| 3M | -7.1% | +4.4% | -11.5% | -9.3% |
| 6M | +20.9% | -6.0% | +26.9% | +20.1% |
| YTD | +7.7% | -3.1% | +10.8% | +5.0% |
| 1Y | +23.6% | -6.1% | +29.6% | +21.1% |
| 3Y | +222.6% | +575.3% | -352.8% | +91.1% |
| All | +148.2% | +683.0% | -534.8% | +40.9% |
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