+212.7%
UAL vs TSLQ
-97.8%
+310.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.8% | +4.0% | -2.8% |
| 7D | +2.3% | -7.3% | +9.6% | +1.7% |
| 30D | +13.3% | -13.2% | +26.6% | +11.9% |
| 3M | -6.3% | -37.6% | +31.3% | -11.9% |
| 6M | +22.5% | -9.3% | +31.8% | +26.9% |
| YTD | +5.9% | -19.1% | +24.9% | +9.9% |
| 1Y | +24.7% | -27.2% | +51.9% | +28.3% |
| 3Y | +211.6% | -97.1% | +308.6% | +142.2% |
| All | +212.7% | -97.8% | +310.5% | +173.7% |
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