+104.2%
UAL vs TRI
+190.6%
-86.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.4% |
| 7D | -1.1% | -8.4% | +7.3% | +1.8% |
| 30D | -13.4% | -6.5% | -7.0% | -11.8% |
| 3M | -2.3% | +18.6% | -20.9% | -11.0% |
| 6M | +13.3% | -10.4% | +23.8% | +15.3% |
| YTD | -4.2% | -23.7% | +19.5% | +4.5% |
| 1Y | +1.4% | -42.5% | +43.9% | +29.6% |
| 3Y | +125.8% | -19.3% | +145.1% | +124.9% |
| 5Y | +130.0% | -9.7% | +139.6% | +107.4% |
| 10Y | +104.2% | +194.4% | -90.2% | -3.3% |
| All | +104.2% | +190.6% | -86.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling