+99.1%
UAL vs TSN
-9.5%
+108.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.7% |
| 7D | +3.5% | -5.0% | +8.5% | +6.0% |
| 30D | -16.5% | -9.1% | -7.4% | -12.5% |
| 3M | +2.8% | -7.4% | +10.2% | +6.4% |
| 6M | +17.6% | -13.4% | +30.9% | +25.1% |
| YTD | -3.2% | -8.5% | +5.3% | -0.6% |
| 1Y | +0.4% | -3.2% | +3.6% | -0.7% |
| 3Y | +128.2% | +11.5% | +116.7% | +100.1% |
| 5Y | +137.7% | -19.5% | +157.2% | +147.3% |
| 10Y | +99.1% | -9.1% | +108.2% | +89.5% |
| All | +99.1% | -9.5% | +108.6% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling