+33.0%
TSM vs UAL
+21.4%
+11.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +1.2% |
| 7D | -2.5% | +10.2% | -12.7% | -5.6% |
| 30D | -14.3% | +12.0% | -26.3% | -17.6% |
| 3M | -7.2% | -7.1% | -0.1% | -5.2% |
| 6M | -5.1% | +20.9% | -26.0% | -12.2% |
| YTD | +28.9% | +7.7% | +21.2% | +20.3% |
| All | +33.0% | +21.4% | +11.7% | +19.0% |
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 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