-44.5%
TOST vs UAL
+151.4%
-195.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.3% |
| 7D | +9.4% | +8.2% | +1.3% | +5.6% |
| 30D | +13.5% | +2.3% | +11.2% | +12.0% |
| 3M | -0.1% | -12.7% | +12.5% | +5.2% |
| 6M | +22.5% | +12.7% | +9.8% | +13.9% |
| YTD | -2.4% | +0.8% | -3.2% | -6.8% |
| 1Y | -4.7% | +17.8% | -22.5% | -16.0% |
| 3Y | +103.2% | +206.7% | -103.5% | -5.3% |
| 5Y | -41.2% | +113.9% | -155.1% | -70.5% |
| All | -44.5% | +151.4% | -195.9% | -72.9% |
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 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