+8,049.8%
TSM vs UAL
+242.1%
+7,807.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.5% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +3.6% | -16.1% | +19.7% | +6.4% |
| 3M | -3.4% | +6.1% | -9.5% | -4.4% |
| 6M | +20.6% | +10.8% | +9.8% | +18.2% |
| YTD | +41.9% | -0.4% | +42.3% | +41.0% |
| 1Y | +84.4% | +5.0% | +79.3% | +81.4% |
| 3Y | +380.2% | +124.0% | +256.2% | +311.9% |
| 5Y | +275.3% | +141.0% | +134.4% | +212.9% |
| 10Y | +1,751.4% | +118.0% | +1,633.4% | +1,346.7% |
| All | +8,049.8% | +242.1% | +7,807.8% | +4,937.4% |
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