+129.8%
UAL vs TPR
+292.1%
-162.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -2.3% | +3.0% | +2.0% |
| 30D | -16.1% | -23.0% | +6.9% | -4.6% |
| 3M | +6.1% | -12.5% | +18.6% | +11.8% |
| 6M | +10.8% | -21.4% | +32.3% | +23.8% |
| YTD | -0.4% | -3.5% | +3.1% | -1.3% |
| 1Y | +5.0% | +17.4% | -12.3% | -8.4% |
| All | +129.8% | +292.1% | -162.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling