-40.8%
AAL vs TMUS
+38.7%
-79.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +4.6% | +3.6% | +1.0% | +3.8% |
| 30D | +2.6% | -3.4% | +5.9% | +3.0% |
| 3M | -17.8% | -9.5% | -8.3% | -16.3% |
| 6M | +1.9% | -15.2% | +17.0% | +5.1% |
| YTD | -14.0% | -18.9% | +4.9% | -11.1% |
| 1Y | +0.2% | -17.7% | +17.9% | +2.9% |
| 3Y | +13.0% | +15.6% | -2.6% | -9.9% |
| All | -40.8% | +38.7% | -79.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling