+117.8%
UAL vs TT
+887.4%
-769.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -16.1% | -7.2% | -8.9% | -11.1% |
| 3M | +6.1% | -3.0% | +9.1% | +8.2% |
| 6M | +10.8% | +1.4% | +9.5% | +8.9% |
| YTD | -0.4% | +15.9% | -16.3% | -12.5% |
| 1Y | +5.0% | +9.4% | -4.4% | -3.8% |
| 3Y | +124.0% | +124.4% | -0.4% | +11.1% |
| 5Y | +141.0% | +138.0% | +3.0% | +9.9% |
| All | +117.8% | +887.4% | -769.6% | -64.1% |
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