+100.2%
UAL vs TMF
-83.0%
+183.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +10.2% | +0.6% | +9.6% | +10.2% |
| 30D | +12.0% | +16.3% | -4.3% | +13.6% |
| 3M | -7.1% | -2.7% | -4.4% | -7.3% |
| 6M | +20.9% | -13.2% | +34.1% | +19.0% |
| YTD | +7.7% | -16.7% | +24.3% | +5.4% |
| 1Y | +23.6% | -22.7% | +46.3% | +19.9% |
| 3Y | +222.6% | -26.1% | +248.7% | +217.8% |
| 5Y | +127.9% | -88.4% | +216.4% | +58.4% |
| 10Y | +100.2% | -81.8% | +182.0% | +73.9% |
| All | +100.2% | -83.0% | +183.2% | +73.9% |
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