+12.3%
TMO vs UAL
+117.7%
-105.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | +0.8% | -3.0% | +3.8% | +1.3% |
| 30D | +4.0% | +10.5% | -6.4% | +2.2% |
| 3M | +17.6% | -13.5% | +31.1% | +20.1% |
| 6M | +57.3% | +14.2% | +43.0% | +52.4% |
| YTD | +21.2% | -2.2% | +23.4% | +19.7% |
| 1Y | +21.1% | +12.5% | +8.6% | +16.7% |
| 3Y | +58.8% | +186.8% | -128.0% | +27.2% |
| All | +12.3% | +117.7% | -105.4% | -10.9% |
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