+194.3%
UAL vs TSLQ
-97.0%
+291.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.0% | -9.5% | +4.6% |
| 7D | +0.7% | -5.8% | +6.5% | -0.1% |
| 30D | -16.1% | -22.1% | +6.0% | -19.3% |
| 3M | +6.1% | +10.1% | -3.9% | +11.2% |
| 6M | +10.8% | -6.8% | +17.6% | +15.0% |
| YTD | -0.4% | +8.5% | -8.9% | +7.2% |
| 1Y | +5.0% | -49.7% | +54.7% | +1.1% |
| 3Y | +124.0% | -95.6% | +219.6% | +85.3% |
| All | +194.3% | -97.0% | +291.3% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling