+325.0%
COP vs TMUS
+248.1%
+76.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | +0.7% | +8.2% | -7.5% | -1.9% |
| 30D | +0.2% | +13.4% | -13.1% | -4.2% |
| 3M | +10.2% | -3.0% | +13.3% | +10.3% |
| 6M | +20.1% | -8.8% | +28.9% | +21.7% |
| YTD | +50.5% | -13.8% | +64.4% | +54.9% |
| 1Y | +56.8% | -17.1% | +73.9% | +63.4% |
| 3Y | +30.3% | +22.7% | +7.6% | +12.1% |
| 5Y | +126.8% | +52.8% | +74.0% | +73.8% |
| 10Y | +325.0% | +244.6% | +80.3% | +176.9% |
| All | +325.0% | +248.1% | +76.9% | +176.9% |
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 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