+234.7%
TMUS vs COR
+534.3%
-299.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.5% | +3.1% |
| 7D | +5.3% | +2.3% | +3.0% | +4.6% |
| 30D | +13.5% | +6.8% | +6.8% | +11.4% |
| 3M | -4.2% | +8.1% | -12.3% | -6.5% |
| 6M | -11.9% | +33.0% | -44.9% | -19.1% |
| YTD | -15.6% | +3.0% | -18.6% | -17.5% |
| 1Y | -16.8% | -3.4% | -13.4% | -17.1% |
| 3Y | +20.8% | +80.1% | -59.3% | -2.6% |
| 5Y | +48.0% | +194.7% | -146.7% | +1.5% |
| 10Y | +234.7% | +512.3% | -277.5% | +94.1% |
| All | +234.7% | +534.3% | -299.6% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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