+367.0%
UAL vs TRGP
+2,108.2%
-1,741.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +5.6% |
| 7D | +10.2% | -7.2% | +17.4% | +13.0% |
| 30D | +12.0% | -4.2% | +16.2% | +12.9% |
| 3M | -7.1% | +7.0% | -14.0% | -10.6% |
| 6M | +20.9% | +11.2% | +9.6% | +13.2% |
| YTD | +7.7% | +51.1% | -43.4% | -10.8% |
| 1Y | +23.6% | +62.0% | -38.5% | -0.6% |
| 3Y | +222.6% | +248.2% | -25.6% | +94.0% |
| 5Y | +127.9% | +432.4% | -304.4% | +15.1% |
| 10Y | +100.2% | +739.5% | -639.3% | -32.8% |
| All | +367.0% | +2,108.2% | -1,741.2% | +4.9% |
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