+92.6%
UAL vs TMF
-84.4%
+177.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +8.2% | +1.2% | +6.9% | +8.3% |
| 30D | +2.3% | +19.7% | -17.4% | +4.1% |
| 3M | -12.7% | -2.1% | -10.6% | -12.9% |
| 6M | +12.7% | -13.4% | +26.1% | +10.9% |
| YTD | +0.8% | -16.7% | +17.6% | -1.3% |
| 1Y | +17.8% | -23.3% | +41.1% | +14.2% |
| 3Y | +206.7% | -24.8% | +231.5% | +203.0% |
| 5Y | +113.9% | -88.0% | +201.9% | +50.3% |
| All | +92.6% | -84.4% | +177.0% | +64.4% |
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