+237.8%
TMUS vs COPX
+307.7%
-69.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | +4.9% | -2.8% | +7.7% | +5.3% |
| 30D | +7.7% | -14.3% | +22.0% | +10.0% |
| 3M | -6.8% | -19.0% | +12.3% | -4.4% |
| 6M | -9.7% | -24.4% | +14.7% | -6.9% |
| YTD | -15.0% | -3.2% | -11.7% | -17.5% |
| 1Y | -19.1% | +15.2% | -34.3% | -24.4% |
| 3Y | +21.4% | +127.6% | -106.2% | -5.9% |
| 5Y | +51.2% | +106.0% | -54.8% | +17.1% |
| All | +237.8% | +307.7% | -69.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling