+291.7%
TMUS vs COO
+415.2%
-123.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +9.5% | +4.5% | +5.0% | +7.8% |
| 30D | +13.8% | +16.9% | -3.1% | +7.7% |
| 3M | -4.6% | -16.7% | +12.1% | +1.0% |
| 6M | -11.7% | +5.9% | -17.6% | -14.6% |
| YTD | -15.4% | -22.4% | +7.1% | -9.0% |
| 1Y | -16.1% | -10.1% | -6.0% | -14.8% |
| 3Y | +20.5% | -22.8% | +43.2% | +23.7% |
| 5Y | +48.7% | -41.4% | +90.2% | +66.3% |
| 10Y | +240.8% | +41.3% | +199.5% | +157.4% |
| All | +291.7% | +415.2% | -123.6% | +55.9% |
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 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