+2,071.1%
TMO vs UAL
+235.7%
+1,835.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.8% | -3.0% | +3.8% | +1.1% |
| 30D | +4.0% | +10.5% | -6.4% | +2.7% |
| 3M | +17.6% | -13.5% | +31.1% | +19.3% |
| 6M | +57.3% | +14.2% | +43.0% | +53.9% |
| YTD | +21.2% | -2.2% | +23.4% | +20.3% |
| 1Y | +21.1% | +12.5% | +8.6% | +18.2% |
| 3Y | +58.8% | +186.8% | -128.0% | +35.9% |
| 5Y | +11.8% | +119.4% | -107.6% | -3.3% |
| 10Y | +376.2% | +81.4% | +294.8% | +287.1% |
| All | +2,071.1% | +235.7% | +1,835.4% | +1,229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling