+400.2%
COP vs TMUS
+309.7%
+90.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -11.5% | +3.6% | -15.1% | -12.4% |
| 30D | +5.0% | -3.4% | +8.3% | +5.2% |
| 3M | +17.5% | -9.5% | +26.9% | +19.5% |
| 6M | +16.2% | -15.2% | +31.4% | +19.5% |
| YTD | +48.8% | -18.9% | +67.7% | +54.3% |
| 1Y | +64.1% | -17.7% | +81.8% | +69.4% |
| 3Y | +25.7% | +15.6% | +10.0% | +17.3% |
| 5Y | +114.4% | +38.9% | +75.5% | +89.1% |
| 10Y | +331.7% | +245.3% | +86.4% | +205.0% |
| All | +400.2% | +309.7% | +90.5% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling