+238.4%
TMUS vs UAL
+94.5%
+143.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.7% |
| 7D | +3.6% | +8.2% | -4.6% | +2.7% |
| 30D | -3.4% | +2.3% | -5.7% | -3.7% |
| 3M | -9.5% | -12.7% | +3.2% | -8.4% |
| 6M | -15.2% | +12.7% | -27.9% | -16.7% |
| YTD | -18.9% | +0.8% | -19.7% | -20.0% |
| 1Y | -17.7% | +17.8% | -35.5% | -20.3% |
| 3Y | +15.6% | +206.7% | -191.0% | -3.6% |
| 5Y | +38.9% | +113.9% | -75.0% | +18.3% |
| All | +238.4% | +94.5% | +143.9% | +178.5% |
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