+206.7%
UAL vs TSN
+42.3%
+164.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | +8.2% | +4.6% | +3.5% | +7.3% |
| 30D | +2.3% | +15.4% | -13.1% | -0.1% |
| 3M | -12.7% | +2.9% | -15.6% | -13.2% |
| 6M | +12.7% | -10.8% | +23.5% | +14.4% |
| YTD | +0.8% | +4.5% | -3.6% | -0.5% |
| 1Y | +17.8% | +19.5% | -1.7% | +13.0% |
| 3Y | +206.7% | +42.2% | +164.5% | +169.9% |
| All | +206.7% | +42.3% | +164.4% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling