+272.0%
TMUS vs UAL
+168.0%
+103.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | +1.4% |
| 7D | +9.0% | +5.0% | +4.0% | +8.4% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | -6.9% | -16.8% | +9.9% | -5.1% |
| 6M | -16.4% | +18.0% | -34.4% | -18.7% |
| YTD | -19.6% | -1.2% | -18.4% | -20.8% |
| 1Y | -19.9% | +14.3% | -34.2% | -22.6% |
| 3Y | +14.5% | +194.6% | -180.0% | -5.2% |
| 5Y | +37.7% | +109.6% | -71.9% | +16.3% |
| 10Y | +242.2% | +93.1% | +149.2% | +168.8% |
| All | +272.0% | +168.0% | +103.9% | +158.7% |
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