+320.5%
TMUS vs UAL
+170.2%
+150.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.8% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +5.3% | -16.1% | +21.4% | +7.4% |
| 3M | +3.1% | +6.1% | -3.0% | +2.0% |
| 6M | -16.5% | +10.8% | -27.3% | -18.3% |
| YTD | -9.2% | -0.4% | -8.8% | -10.3% |
| 1Y | -26.5% | +5.0% | -31.5% | -28.2% |
| 3Y | +39.0% | +124.0% | -85.0% | +19.4% |
| 5Y | +40.4% | +141.0% | -100.6% | +16.5% |
| 10Y | +303.7% | +118.0% | +185.7% | +212.6% |
| All | +320.5% | +170.2% | +150.3% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling