+251.3%
UAL vs TTMI
+1,156.0%
-904.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.8% | -6.3% | -0.9% |
| 7D | +0.7% | +5.9% | -5.2% | -1.6% |
| 30D | -16.1% | -4.3% | -11.8% | -15.5% |
| 3M | +6.1% | -32.0% | +38.2% | +18.3% |
| 6M | +10.8% | +19.5% | -8.6% | -4.4% |
| YTD | -0.4% | +82.0% | -82.4% | -29.4% |
| 1Y | +5.0% | +172.6% | -167.6% | -39.0% |
| 3Y | +124.0% | +744.7% | -620.6% | -22.1% |
| 5Y | +141.0% | +805.6% | -664.6% | -22.1% |
| 10Y | +118.0% | +1,057.6% | -939.6% | -41.6% |
| All | +251.3% | +1,156.0% | -904.7% | -39.9% |
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