+1,607.7%
UAL vs TMF
-69.1%
+1,676.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.5% |
| 7D | +5.0% | +2.7% | +2.3% | +5.4% |
| 30D | -1.2% | +19.3% | -20.6% | +1.1% |
| 3M | -16.8% | -3.7% | -13.1% | -17.2% |
| 6M | +18.0% | -11.3% | +29.3% | +15.8% |
| YTD | -1.2% | -16.6% | +15.4% | -3.9% |
| 1Y | +14.3% | -21.1% | +35.4% | +10.3% |
| 3Y | +194.6% | -26.8% | +221.4% | +187.3% |
| 5Y | +109.6% | -88.0% | +197.6% | +51.5% |
| 10Y | +93.1% | -84.7% | +177.8% | +60.4% |
| All | +1,607.7% | -69.1% | +1,676.8% | +1,726.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling