+117.8%
UAL vs TMF
-86.8%
+204.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +0.7% | -1.4% | +2.1% | +0.6% |
| 30D | -16.1% | -2.8% | -13.3% | -16.3% |
| 3M | +6.1% | -10.9% | +17.0% | +4.9% |
| 6M | +10.8% | -21.3% | +32.2% | +7.8% |
| YTD | -0.4% | -15.9% | +15.5% | -2.3% |
| 1Y | +5.0% | -15.7% | +20.8% | +3.2% |
| 3Y | +124.0% | -43.4% | +167.4% | +112.1% |
| 5Y | +141.0% | -87.8% | +228.7% | +71.7% |
| All | +117.8% | -86.8% | +204.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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