+234.7%
TMUS vs COO
+40.7%
+194.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.4% |
| 7D | +5.3% | +4.3% | +1.1% | +4.1% |
| 30D | +13.5% | +17.6% | -4.0% | +8.4% |
| 3M | -4.2% | -13.9% | +9.6% | -0.6% |
| 6M | -11.9% | +6.6% | -18.4% | -14.3% |
| YTD | -15.6% | -22.0% | +6.4% | -10.3% |
| 1Y | -16.8% | -8.8% | -8.0% | -16.0% |
| 3Y | +20.8% | -21.5% | +42.3% | +22.4% |
| 5Y | +48.0% | -41.0% | +89.0% | +65.0% |
| 10Y | +234.7% | +40.9% | +193.8% | +164.9% |
| All | +234.7% | +40.7% | +194.0% | +164.9% |
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