-56.8%
TSLL vs UAL
+195.1%
-251.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.0% |
| 7D | -21.2% | +8.2% | -29.4% | -25.9% |
| 30D | -13.3% | +2.3% | -15.6% | -14.7% |
| 3M | +15.4% | -12.7% | +28.1% | +27.2% |
| 6M | -34.2% | +12.7% | -46.9% | -41.8% |
| YTD | -52.9% | +0.8% | -53.7% | -55.7% |
| 1Y | -54.3% | +17.8% | -72.1% | -62.6% |
| 3Y | -18.4% | +206.7% | -225.1% | -65.9% |
| All | -56.8% | +195.1% | -251.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling