+237.8%
TMUS vs COO
+41.1%
+196.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +7.7% | +14.2% | -6.5% | +3.7% |
| 3M | -6.8% | -18.2% | +11.4% | -1.8% |
| 6M | -9.7% | +5.3% | -15.0% | -11.9% |
| YTD | -15.0% | -23.6% | +8.6% | -9.1% |
| 1Y | -19.1% | -12.7% | -6.4% | -17.3% |
| 3Y | +21.4% | -24.2% | +45.6% | +24.4% |
| 5Y | +51.2% | -40.0% | +91.2% | +66.9% |
| All | +237.8% | +41.1% | +196.7% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling