-69.2%
AAL vs TMUS
+309.7%
-378.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +4.6% | +3.6% | +1.0% | +3.5% |
| 30D | +2.6% | -3.4% | +5.9% | +3.1% |
| 3M | -17.8% | -9.5% | -8.3% | -15.9% |
| 6M | +1.9% | -15.2% | +17.0% | +6.0% |
| YTD | -14.0% | -18.9% | +4.9% | -10.1% |
| 1Y | +0.2% | -17.7% | +17.9% | +4.1% |
| 3Y | +13.0% | +15.6% | -2.6% | +1.7% |
| 5Y | -39.6% | +38.9% | -78.5% | -49.2% |
| 10Y | -65.7% | +245.3% | -311.0% | -79.5% |
| All | -69.2% | +309.7% | -378.9% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling