+60.7%
COP vs TMUS
-20.4%
+81.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.2% | -5.5% |
| 7D | -8.1% | +7.5% | -15.6% | -8.9% |
| 30D | +6.7% | -3.3% | +10.0% | +6.7% |
| 3M | +16.9% | -9.7% | +26.5% | +18.0% |
| 6M | +11.2% | -17.2% | +28.4% | +13.6% |
| YTD | +49.5% | -20.3% | +69.9% | +50.1% |
| 1Y | +60.7% | -21.2% | +81.9% | +62.9% |
| All | +60.7% | -20.4% | +81.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling