+200.6%
UAL vs TT
+85.3%
+115.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -1.8% |
| 7D | +5.0% | -9.0% | +14.0% | +11.2% |
| 30D | -1.2% | -17.6% | +16.4% | +11.2% |
| 3M | -16.8% | -18.7% | +1.9% | -5.5% |
| 6M | +18.0% | -17.4% | +35.4% | +31.8% |
| YTD | -1.2% | +1.5% | -2.7% | -3.9% |
| 1Y | +14.3% | -9.4% | +23.7% | +19.8% |
| All | +200.6% | +85.3% | +115.3% | +102.3% |
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