+139.2%
UAL vs TW
+23.1%
+116.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -16.1% | +3.9% | -20.0% | -16.9% |
| 3M | +6.1% | +5.7% | +0.4% | +3.9% |
| 6M | +10.8% | -14.5% | +25.4% | +15.0% |
| YTD | -0.4% | -0.9% | +0.5% | -1.8% |
| 1Y | +5.0% | -13.5% | +18.5% | +8.3% |
| 3Y | +124.0% | +25.0% | +99.0% | +96.1% |
| All | +139.2% | +23.1% | +116.0% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling