+112.3%
UAL vs TT
+129.2%
-17.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +0.5% |
| 7D | +8.2% | -2.0% | +10.2% | +9.5% |
| 30D | +2.3% | -14.0% | +16.4% | +12.2% |
| 3M | -12.7% | -15.9% | +3.2% | -2.9% |
| 6M | +12.7% | -17.3% | +30.0% | +26.0% |
| YTD | +0.8% | +4.0% | -3.1% | -3.3% |
| 1Y | +17.8% | -7.1% | +24.9% | +21.6% |
| 3Y | +206.7% | +90.2% | +116.5% | +94.7% |
| All | +112.3% | +129.2% | -17.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling