-40.9%
TSCO vs UAL
+5.0%
-45.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.8% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +5.5% | -16.1% | +21.6% | +8.0% |
| 3M | +20.0% | +6.1% | +13.8% | +18.7% |
| 6M | -29.8% | +10.8% | -40.6% | -31.3% |
| YTD | -28.7% | -0.4% | -28.3% | -30.1% |
| 1Y | -40.9% | +5.0% | -45.9% | -41.9% |
| All | -40.9% | +5.0% | -45.9% | -41.9% |
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