+52.8%
TMUS vs COO
-41.3%
+94.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +8.2% | -2.3% | +10.5% | +8.6% |
| 30D | +13.4% | +13.3% | +0.1% | +11.1% |
| 3M | -3.0% | -18.1% | +15.0% | -0.1% |
| 6M | -8.8% | +6.7% | -15.5% | -10.1% |
| YTD | -13.8% | -23.2% | +9.4% | -10.4% |
| 1Y | -17.1% | -12.3% | -4.8% | -15.9% |
| 3Y | +22.7% | -23.6% | +46.2% | +23.7% |
| 5Y | +52.8% | -38.7% | +91.5% | +65.3% |
| All | +52.8% | -41.3% | +94.2% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling