+20.5%
TMUS vs COO
-22.2%
+42.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +9.5% | +4.5% | +5.0% | +9.1% |
| 30D | +13.8% | +16.9% | -3.1% | +12.5% |
| 3M | -4.6% | -16.7% | +12.1% | -3.5% |
| 6M | -11.7% | +5.9% | -17.6% | -12.0% |
| YTD | -15.4% | -22.4% | +7.1% | -13.9% |
| 1Y | -16.1% | -10.1% | -6.0% | -15.7% |
| 3Y | +20.5% | -22.8% | +43.2% | +22.6% |
| All | +20.5% | -22.2% | +42.7% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling