+270.1%
TSM vs UAL
+116.7%
+153.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -0.1% |
| 7D | +14.8% | +0.7% | +14.1% | +14.5% |
| 30D | -8.9% | +7.8% | -16.7% | -11.2% |
| 3M | -5.3% | -11.1% | +5.8% | -2.3% |
| 6M | +2.6% | +16.1% | -13.5% | -3.0% |
| YTD | +34.5% | -0.5% | +35.0% | +31.8% |
| 1Y | +41.0% | +11.3% | +29.7% | +33.6% |
| 3Y | +333.1% | +192.8% | +140.3% | +187.8% |
| 5Y | +270.1% | +123.3% | +146.8% | +144.9% |
| All | +270.1% | +116.7% | +153.4% | +144.9% |
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