+337.3%
UAL vs TRGP
+2,035.2%
-1,697.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.0% |
| 7D | +8.2% | -16.0% | +24.2% | +14.6% |
| 30D | +2.3% | -6.4% | +8.8% | +4.0% |
| 3M | -12.7% | -1.0% | -11.7% | -13.7% |
| 6M | +12.7% | +7.0% | +5.7% | +6.9% |
| YTD | +0.8% | +46.1% | -45.3% | -15.5% |
| 1Y | +17.8% | +58.7% | -40.9% | -4.6% |
| 3Y | +206.7% | +221.9% | -15.2% | +89.5% |
| 5Y | +113.9% | +419.9% | -306.0% | +8.8% |
| 10Y | +97.0% | +769.8% | -672.8% | -33.9% |
| All | +337.3% | +2,035.2% | -1,697.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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