-45.7%
TOST vs UAL
+148.3%
-194.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -2.4% | -16.1% | +13.7% | +5.1% |
| 3M | +34.6% | +6.1% | +28.5% | +29.8% |
| 6M | +15.2% | +10.8% | +4.4% | +6.8% |
| YTD | -4.4% | -0.4% | -4.0% | -7.8% |
| 1Y | -17.4% | +5.0% | -22.4% | -22.9% |
| 3Y | +54.5% | +124.0% | -69.6% | -12.5% |
| All | -45.7% | +148.3% | -194.0% | -73.2% |
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