+96.5%
UAL vs TPR
+378.8%
-282.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.9% |
| 7D | +2.3% | +6.4% | -4.2% | -1.6% |
| 30D | +13.3% | +13.8% | -0.4% | +5.1% |
| 3M | -6.3% | -16.6% | +10.3% | +1.6% |
| 6M | +22.5% | +0.7% | +21.8% | +19.1% |
| YTD | +5.9% | +5.3% | +0.5% | -0.3% |
| 1Y | +24.7% | +32.4% | -7.7% | +2.9% |
| 3Y | +211.6% | +406.4% | -194.8% | +16.2% |
| 5Y | +130.6% | +227.9% | -97.4% | +5.5% |
| 10Y | +96.5% | +371.7% | -275.3% | -43.9% |
| All | +96.5% | +378.8% | -282.4% | -43.9% |
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