+251.3%
UAL vs TSN
+422.5%
-171.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +0.7% | -6.3% | +7.0% | +4.1% |
| 30D | -16.1% | -10.8% | -5.3% | -11.0% |
| 3M | +6.1% | -8.8% | +14.9% | +10.9% |
| 6M | +10.8% | -16.8% | +27.7% | +21.1% |
| YTD | -0.4% | -10.0% | +9.6% | +3.5% |
| 1Y | +5.0% | -5.3% | +10.3% | +5.3% |
| 3Y | +124.0% | +8.5% | +115.5% | +101.0% |
| 5Y | +141.0% | -22.9% | +163.9% | +155.9% |
| 10Y | +118.0% | -12.6% | +130.6% | +109.7% |
| All | +251.3% | +422.5% | -171.2% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling