+237.8%
TMUS vs UAL
+80.6%
+157.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +4.9% | -3.0% | +7.9% | +5.2% |
| 30D | +7.7% | +10.5% | -2.8% | +6.6% |
| 3M | -6.8% | -13.5% | +6.7% | -5.7% |
| 6M | -9.7% | +14.2% | -23.9% | -11.4% |
| YTD | -15.0% | -2.2% | -12.7% | -15.8% |
| 1Y | -19.1% | +12.5% | -31.6% | -21.3% |
| 3Y | +21.4% | +186.8% | -165.4% | +2.0% |
| 5Y | +51.2% | +119.4% | -68.2% | +28.3% |
| All | +237.8% | +80.6% | +157.2% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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