-24.9%
TSLL vs UAL
+191.7%
-216.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.6% | -17.3% | -18.2% |
| 7D | -28.9% | +5.0% | -33.9% | -31.7% |
| 30D | -21.4% | -1.2% | -20.2% | -20.6% |
| 3M | +5.0% | -16.8% | +21.8% | +20.5% |
| 6M | -36.6% | +18.0% | -54.5% | -46.3% |
| YTD | -56.6% | -1.2% | -55.5% | -58.7% |
| 1Y | -60.9% | +14.3% | -75.2% | -67.4% |
| All | -24.9% | +191.7% | -216.6% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling