+1,641.8%
TSM vs UAL
+97.8%
+1,544.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | +4.4% | +2.3% | +2.2% | +4.0% |
| 30D | -7.0% | +13.3% | -20.3% | -9.6% |
| 3M | -1.8% | -6.3% | +4.5% | -0.7% |
| 6M | +2.7% | +22.5% | -19.8% | -2.4% |
| YTD | +37.1% | +5.9% | +31.2% | +33.6% |
| 1Y | +43.5% | +24.7% | +18.8% | +34.9% |
| 3Y | +341.5% | +211.6% | +129.9% | +233.5% |
| 5Y | +278.9% | +130.6% | +148.3% | +194.2% |
| 10Y | +1,641.8% | +96.5% | +1,545.3% | +1,297.5% |
| All | +1,641.8% | +97.8% | +1,544.0% | +1,297.5% |
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