+92.6%
UAL vs TPR
+383.4%
-290.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.6% |
| 7D | +8.2% | +14.2% | -6.0% | +0.1% |
| 30D | +2.3% | +17.1% | -14.8% | -6.8% |
| 3M | -12.7% | -17.7% | +5.0% | -4.8% |
| 6M | +12.7% | -10.2% | +22.9% | +16.0% |
| YTD | +0.8% | +4.9% | -4.1% | -4.9% |
| 1Y | +17.8% | +36.1% | -18.3% | -4.5% |
| 3Y | +206.7% | +416.5% | -209.8% | +13.0% |
| 5Y | +113.9% | +254.8% | -140.9% | -6.7% |
| All | +92.6% | +383.4% | -290.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling