-66.0%
AAL vs TMUS
+309.7%
-375.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | -19.0% | +3.1% | -22.1% | -19.9% |
| 3M | -5.1% | +2.4% | -7.5% | -6.3% |
| 6M | +15.5% | -17.1% | +32.6% | +21.6% |
| YTD | -15.8% | -9.1% | -6.7% | -14.5% |
| 1Y | -0.3% | -23.6% | +23.3% | +7.3% |
| 3Y | -7.7% | +38.8% | -46.5% | -24.3% |
| 5Y | -32.5% | +43.0% | -75.5% | -45.8% |
| 10Y | -66.0% | +309.1% | -375.1% | -81.7% |
| All | -66.0% | +309.7% | -375.7% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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