+34.1%
COP vs TMUS
+21.2%
+12.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +4.4% | +4.9% | -0.5% | +4.0% |
| 30D | 0.0% | +7.7% | -7.7% | -0.7% |
| 3M | +15.0% | -6.8% | +21.8% | +15.6% |
| 6M | +22.0% | -9.7% | +31.7% | +22.7% |
| YTD | +55.3% | -15.0% | +70.3% | +56.4% |
| 1Y | +64.1% | -19.1% | +83.3% | +65.9% |
| 3Y | +34.1% | +21.4% | +12.6% | +48.6% |
| All | +34.1% | +21.2% | +12.9% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling