+392.8%
COP vs TMUS
+359.0%
+33.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.2% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +17.5% | +5.3% | +12.2% | +15.9% |
| 3M | +13.4% | +3.1% | +10.2% | +11.9% |
| 6M | +17.7% | -16.5% | +34.2% | +22.2% |
| YTD | +46.6% | -9.2% | +55.7% | +48.8% |
| 1Y | +44.6% | -26.5% | +71.1% | +54.3% |
| 3Y | +20.7% | +39.0% | -18.3% | +8.1% |
| 5Y | +185.0% | +40.4% | +144.7% | +152.2% |
| 10Y | +347.0% | +303.7% | +43.3% | +205.8% |
| All | +392.8% | +359.0% | +33.8% | +156.1% |
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