+126.9%
UAL vs TPG
+78.3%
+48.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | -3.0% | +5.0% | -8.1% | -5.8% |
| 30D | +10.5% | +15.7% | -5.2% | +0.9% |
| 3M | -13.5% | -10.6% | -2.9% | -7.7% |
| 6M | +14.2% | +15.9% | -1.7% | +2.7% |
| YTD | -2.2% | -20.6% | +18.4% | +9.9% |
| 1Y | +12.5% | -11.8% | +24.2% | +17.7% |
| 3Y | +186.8% | +71.6% | +115.3% | +101.0% |
| All | +126.9% | +78.3% | +48.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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