+244.6%
TMUS vs COO
+40.2%
+204.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +8.2% | -2.3% | +10.5% | +8.9% |
| 30D | +13.4% | +13.3% | +0.1% | +9.4% |
| 3M | -3.0% | -18.1% | +15.0% | +2.1% |
| 6M | -8.8% | +6.7% | -15.5% | -11.4% |
| YTD | -13.8% | -23.2% | +9.4% | -8.1% |
| 1Y | -17.1% | -12.3% | -4.8% | -15.3% |
| 3Y | +22.7% | -23.6% | +46.2% | +25.4% |
| 5Y | +52.8% | -38.7% | +91.5% | +67.3% |
| 10Y | +244.6% | +42.2% | +202.4% | +168.9% |
| All | +244.6% | +40.2% | +204.5% | +168.9% |
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