+14.6%
TMUS vs CORZ
+225.9%
-211.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.5% |
| 7D | -5.3% | +7.6% | -12.9% | -5.1% |
| 30D | +0.1% | -6.9% | +7.0% | 0.0% |
| 3M | -0.6% | -33.0% | +32.4% | -1.1% |
| 6M | -17.5% | +19.3% | -36.9% | -17.3% |
| YTD | -11.3% | +24.2% | -35.5% | -11.1% |
| 1Y | -25.4% | +24.5% | -49.9% | -25.4% |
| All | +14.6% | +225.9% | -211.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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