+137.7%
UAL vs TRU
-35.2%
+173.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.4% |
| 7D | +3.5% | -7.2% | +10.6% | +7.1% |
| 30D | -16.5% | -2.8% | -13.6% | -15.7% |
| 3M | +2.8% | +13.0% | -10.2% | -4.8% |
| 6M | +17.6% | +0.7% | +16.9% | +15.3% |
| YTD | -3.2% | -9.0% | +5.8% | -1.3% |
| 1Y | +0.4% | -16.3% | +16.7% | +6.2% |
| 3Y | +128.2% | -1.1% | +129.2% | +117.2% |
| 5Y | +137.7% | -36.0% | +173.7% | +218.8% |
| All | +137.7% | -35.2% | +173.0% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling