+248.5%
UAL vs TT
+2,183.8%
-1,935.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -1.3% |
| 7D | +5.0% | -9.0% | +14.0% | +12.4% |
| 30D | -1.2% | -17.6% | +16.4% | +13.5% |
| 3M | -16.8% | -18.7% | +1.9% | -3.4% |
| 6M | +18.0% | -17.4% | +35.4% | +34.4% |
| YTD | -1.2% | +1.5% | -2.7% | -4.3% |
| 1Y | +14.3% | -9.4% | +23.7% | +20.5% |
| 3Y | +194.6% | +85.1% | +109.5% | +76.5% |
| 5Y | +109.6% | +125.7% | -16.1% | +4.5% |
| 10Y | +93.1% | +757.3% | -664.3% | -64.2% |
| All | +248.5% | +2,183.8% | -1,935.2% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling