+238.4%
TMUS vs COO
+41.2%
+197.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | +3.6% | +4.7% | -1.2% | +2.2% |
| 30D | -3.4% | +13.9% | -17.3% | -6.9% |
| 3M | -9.5% | -14.9% | +5.5% | -5.8% |
| 6M | -15.2% | +2.0% | -17.2% | -16.5% |
| YTD | -18.9% | -23.9% | +5.0% | -13.3% |
| 1Y | -17.7% | -9.6% | -8.1% | -16.7% |
| 3Y | +15.6% | -25.4% | +41.1% | +19.2% |
| 5Y | +38.9% | -41.2% | +80.1% | +54.3% |
| All | +238.4% | +41.2% | +197.2% | +169.5% |
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