+265.7%
TSM vs UAL
+117.7%
+147.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.1% |
| 7D | +6.2% | -3.0% | +9.2% | +7.1% |
| 30D | -7.3% | +10.5% | -17.7% | -10.3% |
| 3M | -7.1% | -13.5% | +6.4% | -3.5% |
| 6M | +0.2% | +14.2% | -14.0% | -4.7% |
| YTD | +32.2% | -2.2% | +34.5% | +30.3% |
| 1Y | +42.8% | +12.5% | +30.3% | +34.9% |
| 3Y | +330.4% | +186.8% | +143.6% | +187.8% |
| All | +265.7% | +117.7% | +147.9% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling