+320.5%
TMUS vs COO
+464.0%
-143.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | +0.1% | -2.2% | +2.3% | +0.9% |
| 30D | +5.3% | -7.0% | +12.3% | +7.9% |
| 3M | +3.1% | +12.2% | -9.1% | -1.4% |
| 6M | -16.5% | -15.1% | -1.3% | -12.2% |
| YTD | -9.2% | -15.1% | +5.9% | -4.6% |
| 1Y | -26.5% | +2.3% | -28.8% | -28.4% |
| 3Y | +39.0% | -23.7% | +62.7% | +44.7% |
| 5Y | +40.4% | -38.9% | +79.3% | +56.3% |
| 10Y | +303.7% | +49.9% | +253.8% | +201.3% |
| All | +320.5% | +464.0% | -143.5% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling