-22.9%
TMUS vs COF
-4.6%
-18.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +0.4% | -5.1% | +5.6% | +0.3% |
| 30D | +3.5% | -6.0% | +9.6% | +3.3% |
| 3M | -1.3% | +14.8% | -16.1% | +0.3% |
| 6M | -13.6% | +15.3% | -29.0% | -12.0% |
| YTD | -8.8% | -13.0% | +4.3% | -9.0% |
| 1Y | -22.9% | -5.7% | -17.2% | -23.8% |
| All | -22.9% | -4.6% | -18.3% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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