+100.2%
UAL vs TT
+782.6%
-682.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +3.2% |
| 7D | +10.2% | +1.7% | +8.4% | +8.7% |
| 30D | +12.0% | -11.8% | +23.9% | +22.8% |
| 3M | -7.1% | -12.6% | +5.5% | +2.5% |
| 6M | +20.9% | -9.4% | +30.3% | +28.8% |
| YTD | +7.7% | +8.8% | -1.2% | -1.5% |
| 1Y | +23.6% | -2.5% | +26.1% | +23.2% |
| 3Y | +222.6% | +95.7% | +126.9% | +77.4% |
| 5Y | +127.9% | +135.7% | -7.8% | +2.8% |
| 10Y | +100.2% | +750.6% | -650.4% | -65.8% |
| All | +100.2% | +782.6% | -682.4% | -65.8% |
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