+21.4%
TMUS vs COF
+95.3%
-73.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.9% | -3.4% | +8.3% | +5.0% |
| 30D | +7.7% | +0.4% | +7.3% | +7.6% |
| 3M | -6.8% | -12.5% | +5.7% | -6.3% |
| 6M | -9.7% | +8.3% | -18.0% | -9.8% |
| YTD | -15.0% | -18.6% | +3.6% | -14.1% |
| 1Y | -19.1% | -8.6% | -10.5% | -18.9% |
| 3Y | +21.4% | +94.7% | -73.2% | +20.1% |
| All | +21.4% | +95.3% | -73.9% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling