-31.0%
TOST vs UAL
+132.2%
-163.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +3.0% | +12.5% | -9.5% | -2.5% |
| 30D | +10.3% | +12.2% | -1.9% | +4.3% |
| 3M | -3.3% | -2.6% | -0.7% | -2.9% |
| 6M | +37.8% | +21.1% | +16.7% | +23.9% |
| YTD | -2.8% | +7.8% | -10.6% | -10.1% |
| 1Y | -9.6% | +25.4% | -35.0% | -22.6% |
| 3Y | +144.6% | +217.3% | -72.7% | +11.6% |
| 5Y | -31.0% | +132.9% | -163.8% | -65.4% |
| All | -31.0% | +132.2% | -163.1% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling