-20.1%
TSLL vs UAL
+25.8%
-46.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.0% | -14.3% | -10.3% |
| 7D | -9.4% | +11.9% | -21.4% | -15.1% |
| 30D | +1.6% | +5.2% | -3.7% | -1.8% |
| 3M | +29.4% | -12.7% | +42.1% | +39.4% |
| 6M | -20.1% | +28.5% | -48.7% | -32.3% |
| All | -20.1% | +25.8% | -46.0% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling