+132.2%
COP vs TMUS
+51.5%
+80.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +4.4% | +4.9% | -0.5% | +3.6% |
| 30D | 0.0% | +7.7% | -7.7% | -1.4% |
| 3M | +15.0% | -6.8% | +21.8% | +16.0% |
| 6M | +22.0% | -9.7% | +31.7% | +23.3% |
| YTD | +55.3% | -15.0% | +70.3% | +58.3% |
| 1Y | +64.1% | -19.1% | +83.3% | +68.9% |
| 3Y | +34.1% | +21.4% | +12.6% | +21.0% |
| All | +132.2% | +51.5% | +80.7% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling