+109.6%
UAL vs TMF
-87.8%
+197.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.6% |
| 7D | +5.0% | +2.7% | +2.3% | +4.9% |
| 30D | -1.2% | +19.3% | -20.6% | -1.8% |
| 3M | -16.8% | -3.7% | -13.1% | -16.7% |
| 6M | +18.0% | -11.3% | +29.3% | +18.2% |
| YTD | -1.2% | -16.6% | +15.4% | -1.0% |
| 1Y | +14.3% | -21.1% | +35.4% | +14.5% |
| 3Y | +194.6% | -26.8% | +221.4% | +195.1% |
| 5Y | +109.6% | -88.0% | +197.6% | +51.1% |
| All | +109.6% | -87.8% | +197.5% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling