-12.6%
TOST vs UAL
+16.4%
-29.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -0.2% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | +8.5% | +7.8% | +0.7% | +6.3% |
| 3M | -1.6% | -11.1% | +9.5% | +0.4% |
| 6M | +44.1% | +16.1% | +28.0% | +39.2% |
| YTD | -5.6% | -0.5% | -5.1% | -6.0% |
| 1Y | -12.6% | +11.3% | -23.9% | -17.3% |
| All | -12.6% | +16.4% | -29.0% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling