+116.5%
UAL vs TPR
+230.3%
-113.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -3.0% | -0.3% | -2.7% | -2.8% |
| 30D | +10.5% | +15.1% | -4.7% | +1.7% |
| 3M | -13.5% | +3.5% | -17.0% | -15.7% |
| 6M | +14.2% | +0.4% | +13.8% | +10.9% |
| YTD | -2.2% | +4.6% | -6.8% | -7.7% |
| 1Y | +12.5% | +33.1% | -20.6% | -8.1% |
| 3Y | +186.8% | +396.0% | -209.2% | +4.7% |
| All | +116.5% | +230.3% | -113.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling