+23.2%
TMO vs UAL
-2.2%
+25.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -2.2% |
| 30D | -0.3% | -15.7% | +15.4% | +2.1% |
| 3M | +25.3% | +3.6% | +21.6% | +24.0% |
| 6M | +20.9% | +16.9% | +4.0% | +17.6% |
| YTD | +4.3% | -4.8% | +9.1% | +2.8% |
| All | +23.2% | -2.2% | +25.4% | +15.8% |
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