+127.9%
UAL vs TTMI
+429.4%
-301.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +13.3% | -6.5% | +3.0% |
| 7D | +10.2% | -1.6% | +11.8% | +9.7% |
| 30D | +12.0% | -37.7% | +49.8% | +24.6% |
| 3M | -7.1% | -45.1% | +38.0% | +6.4% |
| 6M | +20.9% | -52.1% | +73.0% | +39.7% |
| YTD | +7.7% | +9.2% | -1.5% | -11.4% |
| 1Y | +23.6% | +12.9% | +10.7% | -1.7% |
| 3Y | +222.6% | +445.5% | -222.9% | +26.9% |
| 5Y | +127.9% | +427.9% | -299.9% | -24.5% |
| All | +127.9% | +429.4% | -301.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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