+99.1%
UAL vs TRMB
+114.9%
-15.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.0% |
| 7D | +3.5% | -0.3% | +3.7% | +3.6% |
| 30D | -16.5% | -1.2% | -15.2% | -16.1% |
| 3M | +2.8% | +9.6% | -6.8% | -4.6% |
| 6M | +17.6% | -16.1% | +33.7% | +30.9% |
| YTD | -3.2% | -25.0% | +21.8% | +16.2% |
| 1Y | +0.4% | -27.7% | +28.1% | +23.8% |
| 3Y | +128.2% | +15.3% | +112.9% | +101.8% |
| 5Y | +137.7% | -37.4% | +175.1% | +212.3% |
| 10Y | +99.1% | +117.5% | -18.3% | +12.0% |
| All | +99.1% | +114.9% | -15.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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