-10.1%
TSM vs UAL
+13.1%
-23.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.7% |
| 7D | -7.6% | +8.2% | -15.7% | -9.6% |
| 30D | -20.5% | +2.3% | -22.8% | -20.9% |
| 3M | -10.0% | -12.7% | +2.7% | -6.0% |
| 6M | -10.1% | +12.7% | -22.7% | -13.5% |
| All | -10.1% | +13.1% | -23.2% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling