+42.4%
UAL vs TW
+291.9%
-249.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | +12.5% | +3.1% | +9.3% | +11.5% |
| 30D | +12.2% | +16.7% | -4.5% | +7.4% |
| 3M | -2.6% | +25.2% | -27.8% | -8.8% |
| 6M | +21.1% | +19.5% | +1.6% | +13.7% |
| YTD | +7.8% | +21.0% | -13.2% | 0.0% |
| 1Y | +25.4% | +19.0% | +6.4% | +16.9% |
| 3Y | +217.3% | +40.7% | +176.7% | +172.0% |
| 5Y | +132.9% | +40.1% | +92.7% | +95.3% |
| All | +42.4% | +291.9% | -249.5% | -14.2% |
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