-32.8%
AAL vs TMUS
+40.3%
-73.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | +5.3% | -26.1% | -21.9% |
| 3M | -1.3% | +3.1% | -4.4% | -2.3% |
| 6M | +5.4% | -16.5% | +21.8% | +9.7% |
| YTD | -14.4% | -9.2% | -5.2% | -13.4% |
| 1Y | +2.1% | -26.5% | +28.6% | +10.6% |
| 3Y | -10.6% | +39.0% | -49.6% | -31.7% |
| All | -32.8% | +40.3% | -73.1% | -52.6% |
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