+25.8%
TMO vs UAL
+5.0%
+20.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +6.2% | -16.1% | +22.3% | +8.8% |
| 3M | +27.5% | +6.1% | +21.3% | +25.8% |
| 6M | +20.0% | +10.8% | +9.1% | +16.7% |
| YTD | +6.1% | -0.4% | +6.5% | +3.9% |
| 1Y | +25.8% | +5.0% | +20.8% | +18.7% |
| All | +25.8% | +5.0% | +20.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling