+99.1%
UAL vs TSEM
+1,300.1%
-1,201.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.5% |
| 7D | +3.5% | +10.4% | -7.0% | +0.2% |
| 30D | -16.5% | -12.9% | -3.5% | -13.0% |
| 3M | +2.8% | -9.2% | +12.0% | +1.3% |
| 6M | +17.6% | +98.8% | -81.2% | -16.5% |
| YTD | -3.2% | +87.2% | -90.4% | -31.0% |
| 1Y | +0.4% | +239.0% | -238.5% | -44.2% |
| 3Y | +128.2% | +679.5% | -551.3% | -12.5% |
| 5Y | +137.7% | +667.3% | -529.5% | -12.1% |
| 10Y | +99.1% | +1,301.0% | -1,201.9% | -52.1% |
| All | +99.1% | +1,300.1% | -1,201.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling