+181.2%
TSCO vs UAL
+112.5%
+68.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.9% |
| 7D | -5.7% | -1.4% | -4.3% | -5.5% |
| 30D | -8.8% | -12.2% | +3.5% | -7.5% |
| 3M | +6.3% | -2.5% | +8.8% | +6.4% |
| 6M | -32.3% | +21.1% | -53.4% | -33.9% |
| YTD | -32.7% | -1.8% | -30.9% | -33.1% |
| 1Y | -43.7% | +0.4% | -44.1% | -44.3% |
| 3Y | -19.7% | +130.3% | -149.9% | -28.6% |
| 5Y | -11.6% | +147.7% | -159.3% | -23.0% |
| All | +181.2% | +112.5% | +68.8% | +162.9% |
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 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