-21.2%
TMUS vs COO
-7.7%
-13.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +2.6% |
| 7D | +7.5% | +8.4% | -0.9% | +6.8% |
| 30D | -3.3% | +13.5% | -16.8% | -4.2% |
| 3M | -9.7% | -13.8% | +4.1% | -9.3% |
| 6M | -17.2% | +4.7% | -21.9% | -16.5% |
| YTD | -20.3% | -21.4% | +1.1% | -19.3% |
| 1Y | -21.2% | -6.7% | -14.5% | -20.1% |
| All | -21.2% | -7.7% | -13.6% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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