+293.7%
TMUS vs COF
+249.0%
+44.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +4.9% | -3.4% | +8.3% | +5.8% |
| 30D | +7.7% | +0.4% | +7.3% | +7.5% |
| 3M | -6.8% | -12.5% | +5.7% | -3.8% |
| 6M | -9.7% | +8.3% | -18.0% | -11.9% |
| YTD | -15.0% | -18.6% | +3.6% | -11.7% |
| 1Y | -19.1% | -8.6% | -10.5% | -18.6% |
| 3Y | +21.4% | +94.7% | -73.2% | -3.2% |
| 5Y | +51.2% | +35.3% | +15.8% | +28.6% |
| 10Y | +240.2% | +185.1% | +55.1% | +115.8% |
| All | +293.7% | +249.0% | +44.6% | +120.6% |
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