-35.3%
TSLL vs UAL
+127.4%
-162.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.5% | -14.4% | -13.9% |
| 7D | +1.9% | +0.7% | +1.2% | +0.8% |
| 30D | +17.8% | -16.1% | +33.9% | +34.8% |
| 3M | -37.0% | +6.1% | -43.1% | -41.1% |
| 6M | -37.7% | +10.8% | -48.5% | -44.7% |
| YTD | -51.4% | -0.4% | -51.0% | -53.8% |
| 1Y | -23.4% | +5.0% | -28.4% | -31.5% |
| All | -35.3% | +127.4% | -162.7% | -60.6% |
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