+116.5%
UAL vs TRMB
-36.0%
+152.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -3.0% | +2.8% | -5.9% | -4.7% |
| 30D | +10.5% | -5.9% | +16.3% | +11.4% |
| 3M | -13.5% | -3.3% | -10.2% | -14.8% |
| 6M | +14.2% | +1.3% | +12.9% | +8.1% |
| YTD | -2.2% | -29.0% | +26.7% | +17.8% |
| 1Y | +12.5% | -27.8% | +40.3% | +34.0% |
| 3Y | +186.8% | +36.3% | +150.5% | +131.3% |
| All | +116.5% | -36.0% | +152.6% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling