+27.9%
UAL vs TW
+211.4%
-183.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.0% |
| 7D | +3.5% | -3.5% | +6.9% | +4.5% |
| 30D | -16.5% | +0.5% | -17.0% | -16.6% |
| 3M | +2.8% | +4.9% | -2.2% | +0.3% |
| 6M | +17.6% | -17.1% | +34.7% | +23.0% |
| YTD | -3.2% | -3.9% | +0.7% | -4.0% |
| 1Y | +0.4% | -13.3% | +13.7% | +3.0% |
| 3Y | +128.2% | +20.9% | +107.3% | +103.0% |
| 5Y | +137.7% | +20.5% | +117.2% | +107.3% |
| All | +27.9% | +211.4% | -183.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling