+181.3%
UAL vs TSLQ
-97.2%
+278.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.2% |
| 7D | -2.0% | +5.7% | -7.7% | -1.0% |
| 30D | -15.7% | -21.1% | +5.4% | -18.7% |
| 3M | +3.6% | -11.5% | +15.1% | +4.1% |
| 6M | +16.9% | -14.9% | +31.8% | +19.4% |
| YTD | -4.8% | +2.4% | -7.2% | +1.5% |
| 1Y | -0.9% | -49.8% | +48.8% | -4.6% |
| 3Y | +124.5% | -95.8% | +220.3% | +84.3% |
| All | +181.3% | -97.2% | +278.5% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSLQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling