+100.2%
UAL vs TSEM
+879.4%
-779.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.9% | -4.1% | +3.4% |
| 7D | +10.2% | -2.0% | +12.1% | +10.2% |
| 30D | +12.0% | -33.4% | +45.4% | +25.2% |
| 3M | -7.1% | -39.7% | +32.6% | +6.1% |
| 6M | +20.9% | -27.8% | +48.7% | +21.5% |
| YTD | +7.7% | +29.7% | -22.0% | -15.8% |
| 1Y | +23.6% | +81.1% | -57.6% | -16.1% |
| 3Y | +222.6% | +529.3% | -306.7% | +28.4% |
| 5Y | +127.9% | +315.0% | -187.0% | +3.1% |
| 10Y | +100.2% | +865.7% | -765.5% | -48.1% |
| All | +100.2% | +879.4% | -779.2% | -48.1% |
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