+1,282.8%
UAL vs TNA
+836.4%
+446.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -3.0% |
| 7D | +2.3% | -2.1% | +4.4% | +2.8% |
| 30D | +13.3% | +3.1% | +10.2% | +11.4% |
| 3M | -6.3% | -20.2% | +13.9% | +2.9% |
| 6M | +22.5% | -10.0% | +32.5% | +27.2% |
| YTD | +5.9% | +30.3% | -24.5% | -7.1% |
| 1Y | +24.7% | +31.1% | -6.4% | +8.5% |
| 3Y | +211.6% | +149.4% | +62.2% | +85.3% |
| 5Y | +130.6% | -42.5% | +173.0% | +126.1% |
| 10Y | +96.5% | +46.7% | +49.8% | -1.4% |
| All | +1,282.8% | +836.4% | +446.5% | +31.3% |
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