+200.6%
UAL vs TMF
-25.2%
+225.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.6% |
| 7D | +5.0% | +2.7% | +2.3% | +4.7% |
| 30D | -1.2% | +19.3% | -20.6% | -3.4% |
| 3M | -16.8% | -3.7% | -13.1% | -16.4% |
| 6M | +18.0% | -11.3% | +29.3% | +19.4% |
| YTD | -1.2% | -16.6% | +15.4% | +0.4% |
| 1Y | +14.3% | -21.1% | +35.4% | +16.3% |
| All | +200.6% | -25.2% | +225.8% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling