+1,410.4%
TSM vs UAL
+94.5%
+1,315.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.9% |
| 7D | -7.6% | +8.2% | -15.7% | -9.2% |
| 30D | -20.5% | +2.3% | -22.8% | -21.0% |
| 3M | -10.0% | -12.7% | +2.7% | -7.5% |
| 6M | -10.1% | +12.7% | -22.7% | -12.9% |
| YTD | +24.5% | +0.8% | +23.7% | +22.7% |
| 1Y | +31.2% | +17.8% | +13.4% | +24.9% |
| 3Y | +322.0% | +206.7% | +115.3% | +220.3% |
| 5Y | +245.3% | +113.9% | +131.4% | +172.2% |
| All | +1,410.4% | +94.5% | +1,315.9% | +1,130.2% |
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