+129.8%
UAL vs TT
+124.4%
+5.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.9% |
| 30D | -16.1% | -7.4% | -8.7% | -11.9% |
| 3M | +6.1% | -3.2% | +9.3% | +8.0% |
| 6M | +10.8% | +1.1% | +9.7% | +9.4% |
| YTD | -0.4% | +15.6% | -16.0% | -9.7% |
| 1Y | +5.0% | +9.2% | -4.1% | -1.5% |
| All | +129.8% | +124.4% | +5.4% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling