+25.2%
UAL vs TPR
+31.4%
-6.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.7% |
| 7D | +10.2% | +12.7% | -2.5% | +4.3% |
| 30D | +12.0% | +17.1% | -5.0% | +4.2% |
| 3M | -7.1% | -15.9% | +8.8% | -0.2% |
| 6M | +20.9% | +2.6% | +18.3% | +14.7% |
| YTD | +7.7% | +7.5% | +0.2% | +5.9% |
| All | +25.2% | +31.4% | -6.2% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling