+76.8%
UAL vs TT
+737.0%
-660.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | +0.7% | +8.1% | -7.4% | -5.1% |
| 30D | +7.8% | -11.3% | +19.1% | +17.6% |
| 3M | -11.1% | -11.2% | +0.1% | -3.1% |
| 6M | +16.1% | -8.9% | +25.0% | +23.3% |
| YTD | -0.5% | +9.7% | -10.2% | -9.5% |
| 1Y | +11.3% | +1.3% | +10.0% | +7.7% |
| 3Y | +192.8% | +93.4% | +99.5% | +62.5% |
| 5Y | +123.3% | +133.5% | -10.3% | +1.6% |
| All | +76.8% | +737.0% | -660.3% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling