+217.3%
UAL vs TSLQ
-96.9%
+314.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | 0.0% |
| 7D | +12.5% | +4.7% | +7.8% | +14.1% |
| 30D | +12.2% | -5.6% | +17.8% | +12.5% |
| 3M | -2.6% | -34.6% | +32.0% | -7.6% |
| 6M | +21.1% | -11.4% | +32.4% | +24.8% |
| YTD | +7.8% | -14.1% | +21.9% | +13.1% |
| 1Y | +25.4% | -20.7% | +46.1% | +30.9% |
| 3Y | +217.3% | -96.9% | +314.2% | +170.5% |
| All | +217.3% | -96.9% | +314.3% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling