+251.3%
UAL vs TRMB
+515.0%
-263.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.1% |
| 7D | +0.7% | -2.5% | +3.2% | +2.3% |
| 30D | -16.1% | +1.5% | -17.6% | -17.2% |
| 3M | +6.1% | +6.8% | -0.6% | +1.0% |
| 6M | +10.8% | -14.9% | +25.8% | +20.8% |
| YTD | -0.4% | -24.1% | +23.7% | +16.0% |
| 1Y | +5.0% | -25.4% | +30.4% | +23.8% |
| 3Y | +124.0% | +8.0% | +116.0% | +110.2% |
| 5Y | +141.0% | -37.3% | +178.3% | +205.5% |
| 10Y | +118.0% | +116.8% | +1.2% | +31.1% |
| All | +251.3% | +515.0% | -263.7% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling