+51.8%
TMUS vs COR
+203.9%
-152.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.5% |
| 7D | +4.9% | +7.8% | -2.9% | +2.7% |
| 30D | +7.7% | +7.0% | +0.7% | +5.6% |
| 3M | -6.8% | +16.3% | -23.0% | -10.7% |
| 6M | -9.7% | +41.3% | -51.0% | -18.0% |
| YTD | -15.0% | +7.1% | -22.1% | -17.7% |
| 1Y | -19.1% | -0.8% | -18.3% | -19.7% |
| 3Y | +21.4% | +85.0% | -63.6% | -8.0% |
| All | +51.8% | +203.9% | -152.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling