+6,627.3%
TSM vs UAL
+239.3%
+6,388.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.6% | -6.2% | -10.1% |
| 7D | -18.2% | +5.0% | -23.2% | -18.9% |
| 30D | -26.8% | -1.2% | -25.6% | -26.7% |
| 3M | -14.5% | -16.8% | +2.3% | -12.2% |
| 6M | -10.0% | +18.0% | -28.0% | -12.7% |
| YTD | +17.1% | -1.2% | +18.3% | +16.4% |
| 1Y | +21.5% | +14.3% | +7.2% | +18.0% |
| 3Y | +300.4% | +194.6% | +105.8% | +230.1% |
| 5Y | +224.7% | +109.6% | +115.1% | +175.9% |
| 10Y | +1,372.7% | +93.1% | +1,279.6% | +1,067.9% |
| All | +6,627.3% | +239.3% | +6,388.0% | +4,057.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling