-65.4%
AAL vs TMUS
+260.7%
-326.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.1% | +3.3% | +6.2% |
| 7D | +8.3% | +5.3% | +2.9% | +6.6% |
| 30D | +11.0% | +13.5% | -2.6% | +6.6% |
| 3M | -11.2% | -4.2% | -6.9% | -10.7% |
| 6M | +6.1% | -11.9% | +18.0% | +9.0% |
| YTD | -7.6% | -15.6% | +7.9% | -4.7% |
| 1Y | +3.7% | -16.8% | +20.5% | +7.4% |
| 3Y | +20.5% | +20.8% | -0.3% | +2.9% |
| 5Y | -36.4% | +48.0% | -84.4% | -50.3% |
| 10Y | -65.4% | +234.7% | -300.2% | -82.4% |
| All | -65.4% | +260.7% | -326.2% | -82.4% |
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