+119.4%
UAL vs TRU
+247.6%
-128.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | +12.5% | +4.6% | +7.9% | +9.7% |
| 30D | +12.2% | +25.4% | -13.3% | -2.3% |
| 3M | -2.6% | +4.0% | -6.5% | -6.4% |
| 6M | +21.1% | +14.5% | +6.6% | +8.5% |
| YTD | +7.8% | -3.7% | +11.5% | +5.3% |
| 1Y | +25.4% | +2.8% | +22.6% | +17.4% |
| 3Y | +217.3% | +58.5% | +158.8% | +118.8% |
| 5Y | +132.9% | -25.0% | +157.9% | +148.0% |
| 10Y | +101.1% | +186.0% | -84.9% | +10.6% |
| All | +119.4% | +247.6% | -128.1% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling