+137.7%
UAL vs TNA
-21.0%
+158.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | +3.5% | +4.1% | -0.6% | +1.6% |
| 30D | -16.5% | -7.6% | -8.8% | -13.4% |
| 3M | +2.8% | +8.1% | -5.3% | -0.7% |
| 6M | +17.6% | +49.0% | -31.4% | -2.3% |
| YTD | -3.2% | +51.7% | -54.9% | -20.3% |
| 1Y | +0.4% | +59.6% | -59.2% | -20.1% |
| 3Y | +128.2% | +118.9% | +9.3% | +43.1% |
| 5Y | +137.7% | -19.2% | +156.9% | +105.7% |
| All | +137.7% | -21.0% | +158.7% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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