+248.5%
UAL vs TRMB
+454.7%
-206.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.4% | -3.9% |
| 7D | +5.0% | -17.9% | +22.9% | +15.7% |
| 30D | -1.2% | -12.0% | +10.8% | +4.3% |
| 3M | -16.8% | -8.4% | -8.3% | -14.7% |
| 6M | +18.0% | -21.5% | +39.5% | +31.3% |
| YTD | -1.2% | -31.5% | +30.3% | +19.6% |
| 1Y | +14.3% | -33.4% | +47.7% | +40.8% |
| 3Y | +194.6% | +26.5% | +168.1% | +148.9% |
| 5Y | +109.6% | -37.9% | +147.5% | +162.0% |
| 10Y | +93.1% | +107.3% | -14.3% | +17.1% |
| All | +248.5% | +454.7% | -206.2% | +11.4% |
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