+27.5%
UAL vs TRU
+2.1%
+25.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.6% | +3.4% | +6.5% |
| 7D | +11.9% | +10.5% | +1.4% | +8.6% |
| 30D | +5.2% | +28.7% | -23.5% | -3.2% |
| 3M | -12.7% | +0.7% | -13.4% | -13.2% |
| 6M | +28.5% | +19.3% | +9.2% | +18.3% |
| YTD | +3.5% | -3.7% | +7.3% | +0.4% |
| 1Y | +27.5% | +3.4% | +24.1% | +20.7% |
| All | +27.5% | +2.1% | +25.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling