+18.0%
UAL vs TMF
-10.5%
+28.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -5.0% |
| 7D | +5.0% | +2.7% | +2.3% | +2.8% |
| 30D | -1.2% | +19.3% | -20.6% | -14.9% |
| 3M | -16.8% | -3.7% | -13.1% | -11.2% |
| 6M | +18.0% | -11.3% | +29.3% | +37.8% |
| All | +18.0% | -10.5% | +28.5% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling