-43.8%
TOST vs UAL
+146.4%
-190.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +1.4% |
| 7D | +11.6% | +5.0% | +6.6% | +9.2% |
| 30D | +16.2% | -1.2% | +17.5% | +16.5% |
| 3M | +1.0% | -16.8% | +17.8% | +8.7% |
| 6M | +23.2% | +18.0% | +5.2% | +12.1% |
| YTD | -1.0% | -1.2% | +0.2% | -4.6% |
| 1Y | -9.9% | +14.3% | -24.2% | -19.4% |
| 3Y | +101.0% | +194.6% | -93.5% | -4.2% |
| 5Y | -40.4% | +109.6% | -150.0% | -69.8% |
| All | -43.8% | +146.4% | -190.1% | -72.2% |
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