+102.9%
KO vs TMUS
+51.5%
+51.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +3.7% | +4.9% | -1.2% | +2.6% |
| 30D | +8.1% | +7.7% | +0.4% | +6.2% |
| 3M | +14.2% | -6.8% | +21.0% | +15.5% |
| 6M | +25.2% | -9.7% | +34.9% | +27.1% |
| YTD | +44.7% | -15.0% | +59.7% | +48.5% |
| 1Y | +43.4% | -19.1% | +62.5% | +48.9% |
| 3Y | +90.1% | +21.4% | +68.6% | +74.7% |
| All | +102.9% | +51.5% | +51.4% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling