+275.3%
TMUS vs COO
+405.4%
-130.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | +3.6% | +4.7% | -1.2% | +1.9% |
| 30D | -3.4% | +13.9% | -17.3% | -7.8% |
| 3M | -9.5% | -14.9% | +5.5% | -5.0% |
| 6M | -15.2% | +2.0% | -17.2% | -16.9% |
| YTD | -18.9% | -23.9% | +5.0% | -12.3% |
| 1Y | -17.7% | -9.6% | -8.1% | -16.6% |
| 3Y | +15.6% | -25.4% | +41.1% | +20.2% |
| 5Y | +38.9% | -41.2% | +80.1% | +54.8% |
| 10Y | +245.3% | +42.1% | +203.2% | +159.9% |
| All | +275.3% | +405.4% | -130.1% | +50.3% |
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 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