-4.7%
TOST vs UAL
+18.2%
-22.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.9% |
| 7D | +9.4% | +8.2% | +1.3% | +7.3% |
| 30D | +13.5% | +2.3% | +11.2% | +12.5% |
| 3M | -0.1% | -12.7% | +12.5% | +2.3% |
| 6M | +22.5% | +12.7% | +9.8% | +18.9% |
| YTD | -2.4% | +0.8% | -3.2% | -2.9% |
| 1Y | -4.7% | +17.8% | -22.5% | -10.9% |
| All | -4.7% | +18.2% | -22.9% | -10.9% |
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 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