+139.2%
UAL vs TSN
-22.4%
+161.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +0.7% | -6.3% | +7.0% | +2.5% |
| 30D | -16.1% | -10.8% | -5.3% | -13.4% |
| 3M | +6.1% | -8.8% | +14.9% | +8.7% |
| 6M | +10.8% | -16.8% | +27.7% | +16.3% |
| YTD | -0.4% | -10.0% | +9.6% | +1.7% |
| 1Y | +5.0% | -5.3% | +10.3% | +5.1% |
| 3Y | +124.0% | +8.5% | +115.5% | +107.6% |
| All | +139.2% | -22.4% | +161.6% | +158.1% |
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