+280.3%
UAL vs TTMI
+622.3%
-342.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +1.7% |
| 7D | +12.5% | -11.5% | +24.0% | +16.4% |
| 30D | +12.2% | -40.3% | +52.5% | +29.8% |
| 3M | -2.6% | -44.5% | +41.9% | +14.2% |
| 6M | +21.1% | -54.1% | +75.2% | +46.6% |
| YTD | +7.8% | +4.7% | +3.1% | -10.8% |
| 1Y | +25.4% | +3.3% | +22.1% | +2.2% |
| 3Y | +217.3% | +407.2% | -189.9% | +27.4% |
| 5Y | +132.9% | +406.5% | -273.6% | -11.0% |
| 10Y | +101.1% | +420.4% | -319.3% | -29.6% |
| All | +280.3% | +622.3% | -342.0% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling