+273.1%
TSM vs UAL
+142.0%
+131.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.1% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +3.6% | -16.1% | +19.7% | +8.9% |
| 3M | -3.4% | +6.1% | -9.5% | -5.5% |
| 6M | +20.6% | +10.8% | +9.8% | +15.7% |
| YTD | +41.9% | -0.4% | +42.3% | +39.6% |
| 1Y | +84.4% | +5.0% | +79.3% | +77.8% |
| 3Y | +380.2% | +124.0% | +256.2% | +251.3% |
| All | +273.1% | +142.0% | +131.1% | +150.2% |
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