+1,199.6%
UAL vs TNA
+790.3%
+409.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -3.9% |
| 7D | +0.7% | +7.7% | -7.0% | -2.5% |
| 30D | +7.8% | -0.7% | +8.5% | +7.8% |
| 3M | -11.1% | -25.4% | +14.3% | +0.7% |
| 6M | +16.1% | -11.8% | +27.9% | +21.7% |
| YTD | -0.5% | +23.9% | -24.4% | -10.6% |
| 1Y | +11.3% | +25.6% | -14.3% | -1.2% |
| 3Y | +192.8% | +137.1% | +55.7% | +78.2% |
| 5Y | +123.3% | -45.4% | +168.7% | +124.2% |
| 10Y | +84.6% | +39.5% | +45.2% | -5.2% |
| All | +1,199.6% | +790.3% | +409.3% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling