+8.0%
TMO vs UAL
+136.8%
-128.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -0.5% | -1.1% | +0.7% | -0.3% |
| 30D | +1.0% | -13.4% | +14.4% | +3.3% |
| 3M | +22.7% | -2.3% | +25.0% | +22.6% |
| 6M | +19.0% | +13.3% | +5.7% | +15.6% |
| YTD | +4.7% | -4.2% | +8.9% | +4.2% |
| 1Y | +26.0% | +1.4% | +24.6% | +23.7% |
| 3Y | +18.0% | +125.8% | -107.8% | -0.6% |
| 5Y | +8.0% | +130.0% | -122.0% | -12.6% |
| All | +8.0% | +136.8% | -128.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling