-9.9%
TOST vs UAL
+19.7%
-29.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.6% |
| 7D | +11.6% | +5.0% | +6.6% | +10.2% |
| 30D | +16.2% | -1.2% | +17.5% | +16.2% |
| 3M | +1.0% | -16.8% | +17.8% | +4.7% |
| 6M | +23.2% | +18.0% | +5.2% | +18.7% |
| YTD | -1.0% | -1.2% | +0.2% | -1.1% |
| 1Y | -9.9% | +14.3% | -24.2% | -15.8% |
| All | -9.9% | +19.7% | -29.6% | -15.8% |
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 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