+198.3%
TSCO vs UAL
+83.8%
+114.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.4% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +8.7% | +7.8% | +0.9% | +7.8% |
| 3M | +1.2% | -11.1% | +12.3% | +2.3% |
| 6M | +21.6% | +16.1% | +5.5% | +19.1% |
| YTD | -25.3% | -0.5% | -24.8% | -26.0% |
| 1Y | -33.0% | +11.3% | -44.3% | -34.4% |
| 3Y | -2.3% | +192.8% | -195.1% | -15.1% |
| 5Y | -9.2% | +123.3% | -132.4% | -20.4% |
| All | +198.3% | +83.8% | +114.5% | +185.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling