+511.8%
KO vs TMUS
+359.0%
+152.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | -0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +1.4% | +5.3% | -3.8% | +0.7% |
| 3M | +15.4% | +3.1% | +12.3% | +14.7% |
| 6M | +14.3% | -16.5% | +30.7% | +16.7% |
| YTD | +27.7% | -9.2% | +36.8% | +28.8% |
| 1Y | +32.7% | -26.5% | +59.2% | +37.7% |
| 3Y | +62.2% | +39.0% | +23.2% | +54.2% |
| 5Y | +80.0% | +40.4% | +39.6% | +70.0% |
| 10Y | +175.6% | +303.7% | -128.1% | +129.2% |
| All | +511.8% | +359.0% | +152.8% | +349.0% |
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