+57.2%
COP vs TMUS
-16.4%
+73.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.5% | -1.7% |
| 7D | -8.4% | +5.3% | -13.8% | -8.8% |
| 30D | +0.3% | +13.5% | -13.3% | -1.3% |
| 3M | +15.1% | -4.2% | +19.3% | +15.5% |
| 6M | +19.8% | -11.9% | +31.7% | +21.5% |
| YTD | +46.8% | -15.6% | +62.4% | +45.6% |
| All | +57.2% | -16.4% | +73.7% | +57.4% |
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