+62.4%
KO vs TMUS
+34.9%
+27.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -0.8% | -5.3% | +4.5% | +0.5% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +8.3% | -0.6% | +8.9% | +8.1% |
| 6M | +14.0% | -17.5% | +31.6% | +18.5% |
| YTD | +26.9% | -11.3% | +38.2% | +29.4% |
| 1Y | +32.7% | -25.4% | +58.1% | +41.1% |
| All | +62.4% | +34.9% | +27.6% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling