+35.7%
TSM vs UAL
+21.5%
+14.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.1% | +12.5% | -14.5% | -5.8% |
| 30D | -12.5% | +12.2% | -24.7% | -16.0% |
| 3M | -5.0% | -2.6% | -2.4% | -4.4% |
| 6M | -3.2% | +21.1% | -24.3% | -10.5% |
| YTD | +31.5% | +7.8% | +23.7% | +22.6% |
| 1Y | +35.7% | +25.4% | +10.3% | +21.4% |
| All | +35.7% | +21.5% | +14.2% | +21.4% |
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