+25.7%
COP vs TMUS
+15.4%
+10.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -11.5% | +3.6% | -15.1% | -11.8% |
| 30D | +5.0% | -3.4% | +8.3% | +5.1% |
| 3M | +17.5% | -9.5% | +26.9% | +18.3% |
| 6M | +16.2% | -15.2% | +31.4% | +17.5% |
| YTD | +48.8% | -18.9% | +67.7% | +50.4% |
| 1Y | +64.1% | -17.7% | +81.8% | +65.7% |
| 3Y | +25.7% | +15.6% | +10.0% | +31.6% |
| All | +25.7% | +15.4% | +10.2% | +31.6% |
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