+206.7%
UAL vs TW
+39.9%
+166.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +8.2% | +4.2% | +3.9% | +7.9% |
| 30D | +2.3% | +18.9% | -16.6% | +1.2% |
| 3M | -12.7% | +23.8% | -36.5% | -13.9% |
| 6M | +12.7% | +17.0% | -4.3% | +11.7% |
| YTD | +0.8% | +19.2% | -18.4% | -0.8% |
| 1Y | +17.8% | +20.1% | -2.3% | +15.6% |
| 3Y | +206.7% | +40.5% | +166.2% | +198.4% |
| All | +206.7% | +39.9% | +166.8% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling