+604.2%
COST vs TMUS
+318.7%
+285.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.5% | -5.8% | +3.3% | -0.8% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | -8.1% | -4.0% | -4.1% | -7.5% |
| 6M | -9.2% | -18.1% | +8.9% | -4.6% |
| YTD | +5.1% | -11.3% | +16.4% | +7.7% |
| 1Y | -5.1% | -24.7% | +19.7% | +2.0% |
| 3Y | +70.4% | +35.4% | +35.0% | +50.7% |
| 5Y | +104.7% | +42.4% | +62.3% | +77.0% |
| All | +604.2% | +318.7% | +285.5% | +367.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling