+129.6%
UAL vs TLN
+583.6%
-453.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +1.4% |
| 7D | +0.7% | +7.1% | -6.4% | -1.2% |
| 30D | -16.1% | -3.9% | -12.2% | -15.3% |
| 3M | +6.1% | -16.2% | +22.3% | +10.2% |
| 6M | +10.8% | -5.8% | +16.7% | +10.7% |
| YTD | -0.4% | -15.4% | +15.0% | +1.9% |
| 1Y | +5.0% | -16.7% | +21.7% | +7.4% |
| 3Y | +124.0% | +473.8% | -349.7% | +41.4% |
| All | +129.6% | +583.6% | -453.9% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling