+240.8%
TMUS vs UAL
+99.5%
+141.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +9.5% | +12.5% | -3.0% | +8.2% |
| 30D | +13.8% | +12.2% | +1.6% | +12.4% |
| 3M | -4.6% | -2.6% | -2.0% | -4.5% |
| 6M | -11.7% | +21.1% | -32.8% | -13.9% |
| YTD | -15.4% | +7.8% | -23.2% | -17.0% |
| 1Y | -16.1% | +25.4% | -41.5% | -19.3% |
| 3Y | +20.5% | +217.3% | -196.9% | +0.2% |
| 5Y | +48.7% | +132.9% | -84.1% | +25.6% |
| 10Y | +240.8% | +101.1% | +139.7% | +188.6% |
| All | +240.8% | +99.5% | +141.3% | +188.6% |
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