+251.3%
UAL vs TPR
+428.2%
-176.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -2.3% | +3.0% | +2.2% |
| 30D | -16.1% | -23.0% | +6.9% | -3.5% |
| 3M | +6.1% | -12.5% | +18.6% | +12.8% |
| 6M | +10.8% | -21.4% | +32.3% | +25.5% |
| YTD | -0.4% | -3.5% | +3.1% | -1.1% |
| 1Y | +5.0% | +17.4% | -12.3% | -8.7% |
| 3Y | +124.0% | +291.3% | -167.2% | -10.5% |
| 5Y | +141.0% | +241.9% | -100.9% | -1.1% |
| 10Y | +118.0% | +322.7% | -204.7% | -36.4% |
| All | +251.3% | +428.2% | -176.9% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling