-69.3%
AAL vs TMUS
+359.0%
-428.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | +5.3% | -26.1% | -22.3% |
| 3M | -1.3% | +3.1% | -4.4% | -2.8% |
| 6M | +5.4% | -16.5% | +21.8% | +10.7% |
| YTD | -14.4% | -9.2% | -5.2% | -13.0% |
| 1Y | +2.1% | -26.5% | +28.6% | +10.9% |
| 3Y | -10.6% | +39.0% | -49.6% | -23.8% |
| 5Y | -32.2% | +40.4% | -72.6% | -42.7% |
| 10Y | -62.7% | +303.7% | -366.4% | -78.8% |
| All | -69.3% | +359.0% | -428.3% | -88.5% |
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