+43.5%
TSM vs UAL
+23.5%
+19.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.9% |
| 7D | +4.4% | +2.3% | +2.2% | +3.7% |
| 30D | -7.0% | +13.3% | -20.3% | -11.0% |
| 3M | -1.8% | -6.3% | +4.5% | +0.1% |
| 6M | +2.7% | +22.5% | -19.8% | -5.5% |
| YTD | +37.1% | +5.9% | +31.2% | +28.6% |
| 1Y | +43.5% | +24.7% | +18.8% | +28.7% |
| All | +43.5% | +23.5% | +19.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling