-23.6%
TMUS vs COR
+9.6%
-33.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | +3.1% | +1.5% | +1.6% | +3.0% |
| 3M | +2.4% | +18.7% | -16.3% | +1.2% |
| 6M | -17.1% | -9.0% | -8.0% | -18.1% |
| YTD | -9.1% | -3.3% | -5.8% | -10.5% |
| All | -23.6% | +9.6% | -33.1% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling