+1.4%
UAL vs TSLQ
-50.7%
+52.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.1% | -8.0% | +6.9% | -2.2% |
| 30D | -13.4% | -23.8% | +10.3% | -16.4% |
| 3M | -2.3% | -7.0% | +4.7% | -0.9% |
| 6M | +13.3% | -17.1% | +30.4% | +14.7% |
| YTD | -4.2% | +0.1% | -4.3% | -0.5% |
| 1Y | +1.4% | -51.2% | +52.6% | +7.3% |
| All | +1.4% | -50.7% | +52.1% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling