+222.6%
UAL vs TMF
-29.8%
+252.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +10.2% | +0.6% | +9.6% | +10.1% |
| 30D | +12.0% | +16.3% | -4.3% | +10.0% |
| 3M | -7.1% | -2.7% | -4.4% | -6.8% |
| 6M | +20.9% | -13.2% | +34.1% | +22.4% |
| YTD | +7.7% | -16.7% | +24.3% | +9.2% |
| 1Y | +23.6% | -22.7% | +46.3% | +25.5% |
| 3Y | +222.6% | -26.1% | +248.7% | +219.7% |
| All | +222.6% | -29.8% | +252.3% | +219.7% |
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 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