+22.2%
TMUS vs COR
+80.8%
-58.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +6.5% | +2.9% | +3.6% | +5.9% |
| 30D | +11.3% | +5.8% | +5.4% | +10.1% |
| 3M | -2.9% | +11.4% | -14.3% | -4.7% |
| 6M | -10.5% | +34.5% | -45.0% | -14.8% |
| YTD | -14.4% | +4.1% | -18.5% | -16.0% |
| 1Y | -17.9% | -3.1% | -14.8% | -18.1% |
| All | +22.2% | +80.8% | -58.6% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling