+39.5%
TMUS vs COR
+93.9%
-54.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.3% |
| 30D | +5.3% | +4.5% | +0.7% | +4.5% |
| 3M | +3.1% | +22.7% | -19.5% | -0.1% |
| 6M | -16.5% | -9.7% | -6.7% | -15.5% |
| YTD | -9.2% | -1.4% | -7.7% | -9.9% |
| 1Y | -26.5% | +13.9% | -40.4% | -29.9% |
| All | +39.5% | +93.9% | -54.5% | +25.8% |
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