+101.1%
UAL vs TPR
+386.9%
-285.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +12.5% | +12.1% | +0.4% | +5.3% |
| 30D | +12.2% | +16.7% | -4.5% | +2.5% |
| 3M | -2.6% | -17.4% | +14.8% | +6.1% |
| 6M | +21.1% | +2.3% | +18.8% | +16.6% |
| YTD | +7.8% | +7.1% | +0.7% | +0.6% |
| 1Y | +25.4% | +29.5% | -4.1% | +4.8% |
| 3Y | +217.3% | +415.0% | -197.7% | +17.2% |
| 5Y | +132.9% | +261.5% | -128.6% | +0.6% |
| 10Y | +101.1% | +383.3% | -282.2% | -42.8% |
| All | +101.1% | +386.9% | -285.8% | -42.8% |
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