+251.3%
UAL vs TRI
+420.0%
-168.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +5.9% |
| 7D | +0.7% | -0.5% | +1.2% | +0.6% |
| 30D | -16.1% | +7.9% | -24.0% | -20.9% |
| 3M | +6.1% | +24.1% | -17.9% | -11.3% |
| 6M | +10.8% | +3.8% | +7.0% | +0.2% |
| YTD | -0.4% | -16.9% | +16.5% | +2.2% |
| 1Y | +5.0% | -38.4% | +43.4% | +33.4% |
| 3Y | +124.0% | -12.2% | +136.2% | +108.7% |
| 5Y | +141.0% | -1.8% | +142.8% | +101.0% |
| 10Y | +118.0% | +207.6% | -89.6% | -29.3% |
| All | +251.3% | +420.0% | -168.7% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling