+200.6%
UAL vs TPR
+412.6%
-212.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.1% | -11.6% | -8.3% |
| 7D | +5.0% | +13.9% | -8.8% | -2.3% |
| 30D | -1.2% | +14.9% | -16.2% | -8.7% |
| 3M | -16.8% | -15.4% | -1.4% | -10.7% |
| 6M | +18.0% | -4.5% | +22.4% | +16.8% |
| YTD | -1.2% | +6.0% | -7.2% | -7.3% |
| 1Y | +14.3% | +24.3% | -10.0% | -2.9% |
| All | +200.6% | +412.6% | -212.1% | +20.3% |
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