-19.1%
TMUS vs COPX
+11.4%
-30.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.9% |
| 7D | +4.9% | -2.8% | +7.7% | +4.5% |
| 30D | +7.7% | -14.3% | +22.0% | +5.5% |
| 3M | -6.8% | -19.0% | +12.3% | -9.0% |
| 6M | -9.7% | -24.4% | +14.7% | -11.9% |
| YTD | -15.0% | -3.2% | -11.7% | -16.9% |
| 1Y | -19.1% | +15.2% | -34.3% | -21.0% |
| All | -19.1% | +11.4% | -30.5% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling