+255.6%
UAL vs TSEM
+458.3%
-202.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +1.1% |
| 7D | +8.2% | -17.5% | +25.7% | +11.7% |
| 30D | +2.3% | -44.7% | +47.0% | +13.6% |
| 3M | -12.7% | -38.9% | +26.2% | -5.6% |
| 6M | +12.7% | -36.7% | +49.4% | +17.3% |
| YTD | +0.8% | +17.0% | -16.1% | -8.2% |
| 1Y | +17.8% | +62.8% | -45.0% | -0.1% |
| 3Y | +206.7% | +471.3% | -264.6% | +101.8% |
| 5Y | +113.9% | +290.3% | -176.4% | +49.1% |
| 10Y | +97.0% | +790.1% | -693.1% | +17.7% |
| All | +255.6% | +458.3% | -202.7% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling