+88.1%
UAL vs TT
+738.6%
-650.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.6% |
| 7D | +2.3% | +3.5% | -1.2% | -0.3% |
| 30D | +13.3% | -11.0% | +24.4% | +23.4% |
| 3M | -6.3% | -12.0% | +5.7% | +2.8% |
| 6M | +22.5% | -10.4% | +32.9% | +31.8% |
| YTD | +5.9% | +9.9% | -4.1% | -3.9% |
| 1Y | +24.7% | +1.5% | +23.2% | +20.5% |
| 3Y | +211.6% | +93.7% | +117.9% | +72.6% |
| 5Y | +130.6% | +139.2% | -8.7% | +2.6% |
| All | +88.1% | +738.6% | -650.5% | -69.4% |
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