+1,598.5%
TSM vs UAL
+99.5%
+1,499.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.1% | +12.5% | -14.5% | -4.6% |
| 30D | -12.5% | +12.2% | -24.7% | -14.8% |
| 3M | -5.0% | -2.6% | -2.4% | -4.7% |
| 6M | -3.2% | +21.1% | -24.3% | -7.8% |
| YTD | +31.5% | +7.8% | +23.7% | +27.7% |
| 1Y | +35.7% | +25.4% | +10.3% | +27.5% |
| 3Y | +323.5% | +217.3% | +106.1% | +218.7% |
| 5Y | +263.4% | +132.9% | +130.5% | +181.4% |
| 10Y | +1,598.5% | +101.1% | +1,497.4% | +1,275.0% |
| All | +1,598.5% | +99.5% | +1,499.0% | +1,275.0% |
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