+328.6%
TMO vs UAL
+112.5%
+216.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.8% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +1.1% | -12.2% | +13.4% | +2.4% |
| 3M | +28.3% | -2.5% | +30.8% | +28.4% |
| 6M | +23.3% | +21.1% | +2.2% | +20.3% |
| YTD | +5.5% | -1.8% | +7.2% | +4.9% |
| 1Y | +24.5% | +0.4% | +24.1% | +23.3% |
| 3Y | +19.6% | +130.3% | -110.7% | +8.2% |
| 5Y | +8.1% | +147.7% | -139.6% | -3.8% |
| All | +328.6% | +112.5% | +216.2% | +291.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling