+329.9%
COP vs TMUS
+246.8%
+83.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +3.4% | +6.5% | -3.1% | +1.3% |
| 30D | -0.6% | +11.3% | -11.8% | -4.4% |
| 3M | +10.8% | -2.9% | +13.6% | +10.8% |
| 6M | +19.6% | -10.5% | +30.1% | +22.0% |
| YTD | +52.9% | -14.4% | +67.3% | +57.7% |
| 1Y | +62.2% | -17.9% | +80.1% | +69.6% |
| 3Y | +32.4% | +21.9% | +10.5% | +14.1% |
| 5Y | +129.7% | +52.1% | +77.6% | +76.2% |
| All | +329.9% | +246.8% | +83.1% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling