+105.2%
UAL vs TRU
+243.5%
-138.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.2% |
| 7D | +8.2% | +5.7% | +2.4% | +4.8% |
| 30D | +2.3% | +29.2% | -26.9% | -12.6% |
| 3M | -12.7% | +2.7% | -15.3% | -15.5% |
| 6M | +12.7% | +15.2% | -2.5% | +0.5% |
| YTD | +0.8% | -4.9% | +5.7% | -0.9% |
| 1Y | +17.8% | +3.4% | +14.4% | +9.7% |
| 3Y | +206.7% | +63.2% | +143.5% | +107.2% |
| 5Y | +113.9% | -26.6% | +140.5% | +130.6% |
| 10Y | +97.0% | +172.8% | -75.8% | +10.7% |
| All | +105.2% | +243.5% | -138.3% | +9.5% |
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