+186.8%
UAL vs TMF
-32.2%
+219.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.6% |
| 7D | -3.0% | -9.3% | +6.2% | -1.8% |
| 30D | +10.5% | +1.9% | +8.5% | +10.3% |
| 3M | -13.5% | -11.2% | -2.3% | -12.2% |
| 6M | +14.2% | -17.7% | +31.9% | +16.9% |
| YTD | -2.2% | -24.5% | +22.2% | +0.5% |
| 1Y | +12.5% | -29.4% | +41.9% | +15.7% |
| 3Y | +186.8% | -33.4% | +220.3% | +187.3% |
| All | +186.8% | -32.2% | +219.1% | +187.3% |
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