+248.5%
UAL vs TPR
+480.2%
-231.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.1% | -11.6% | -8.8% |
| 7D | +5.0% | +13.9% | -8.8% | -3.3% |
| 30D | -1.2% | +14.9% | -16.2% | -9.8% |
| 3M | -16.8% | -15.4% | -1.4% | -10.2% |
| 6M | +18.0% | -4.5% | +22.4% | +17.1% |
| YTD | -1.2% | +6.0% | -7.2% | -8.0% |
| 1Y | +14.3% | +24.3% | -10.0% | -4.3% |
| 3Y | +194.6% | +412.8% | -218.3% | -1.1% |
| 5Y | +109.6% | +258.4% | -148.8% | -16.6% |
| 10Y | +93.1% | +396.8% | -303.8% | -49.4% |
| All | +248.5% | +480.2% | -231.7% | -55.6% |
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