+320.5%
TMUS vs COF
+292.9%
+27.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +5.3% | -0.6% | +5.8% | +5.4% |
| 3M | +3.1% | +20.3% | -17.2% | -1.8% |
| 6M | -16.5% | +13.0% | -29.5% | -19.4% |
| YTD | -9.2% | -8.3% | -0.8% | -8.3% |
| 1Y | -26.5% | -1.5% | -25.0% | -27.4% |
| 3Y | +39.0% | +122.3% | -83.2% | +7.0% |
| 5Y | +40.4% | +52.5% | -12.1% | +15.8% |
| 10Y | +303.7% | +264.9% | +38.8% | +140.0% |
| All | +320.5% | +292.9% | +27.6% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling