+32.7%
KO vs TMUS
-27.1%
+59.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | -0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +1.4% | +5.3% | -3.8% | +0.3% |
| 3M | +15.4% | +3.1% | +12.3% | +14.2% |
| 6M | +14.3% | -16.5% | +30.7% | +17.3% |
| YTD | +27.7% | -9.2% | +36.8% | +28.9% |
| 1Y | +32.7% | -26.5% | +59.2% | +41.5% |
| All | +32.7% | -27.1% | +59.8% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling