-43.4%
TOST vs UAL
+158.1%
-201.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.0% | -2.5% | +2.0% |
| 7D | +10.7% | +11.9% | -1.2% | +5.3% |
| 30D | +17.7% | +5.2% | +12.5% | +14.9% |
| 3M | +4.6% | -12.7% | +17.3% | +10.3% |
| 6M | +20.3% | +28.5% | -8.3% | +5.2% |
| YTD | -0.4% | +3.5% | -3.9% | -6.0% |
| 1Y | -0.8% | +27.5% | -28.3% | -15.5% |
| 3Y | +102.2% | +208.6% | -106.4% | -5.6% |
| 5Y | -41.3% | +135.6% | -176.9% | -71.0% |
| All | -43.4% | +158.1% | -201.5% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling