+116.5%
UAL vs TSN
-14.8%
+131.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -3.0% | -1.4% | -1.6% | -2.6% |
| 30D | +10.5% | +8.5% | +2.0% | +8.0% |
| 3M | -13.5% | +5.3% | -18.8% | -14.9% |
| 6M | +14.2% | -10.5% | +24.7% | +17.6% |
| YTD | -2.2% | +3.0% | -5.2% | -4.0% |
| 1Y | +12.5% | +12.1% | +0.4% | +7.3% |
| 3Y | +186.8% | +43.1% | +143.7% | +141.7% |
| All | +116.5% | -14.8% | +131.4% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling