+24.7%
UAL vs TMF
-26.6%
+51.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +2.3% | -3.4% | +5.6% | +4.5% |
| 30D | +13.3% | +11.5% | +1.8% | +5.0% |
| 3M | -6.3% | -4.5% | -1.8% | -3.0% |
| 6M | +22.5% | -15.0% | +37.5% | +37.5% |
| YTD | +5.9% | -19.9% | +25.7% | +22.1% |
| 1Y | +24.7% | -26.6% | +51.2% | +55.7% |
| All | +24.7% | -26.6% | +51.3% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling