+73.7%
UAL vs TMF
-82.1%
+155.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.9% |
| 7D | -3.0% | -9.3% | +6.2% | -3.9% |
| 30D | +10.5% | +1.9% | +8.5% | +10.7% |
| 3M | -13.5% | -11.2% | -2.3% | -14.4% |
| 6M | +14.2% | -17.7% | +31.9% | +12.0% |
| YTD | -2.2% | -24.5% | +22.2% | -5.1% |
| 1Y | +12.5% | -29.4% | +41.9% | +8.3% |
| 3Y | +186.8% | -33.4% | +220.3% | +179.8% |
| 5Y | +119.4% | -88.7% | +208.1% | +53.9% |
| All | +73.7% | -82.1% | +155.8% | +47.6% |
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