-19.1%
TMUS vs CORZ
-9.6%
-9.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.5% |
| 7D | +4.9% | +23.5% | -18.6% | +7.9% |
| 30D | +7.7% | +7.5% | +0.2% | +9.3% |
| 3M | -6.8% | -26.6% | +19.8% | -9.4% |
| 6M | -9.7% | -39.5% | +29.8% | -12.9% |
| YTD | -15.0% | -0.3% | -14.7% | -11.8% |
| 1Y | -19.1% | -4.2% | -14.9% | -16.6% |
| All | -19.1% | -9.6% | -9.5% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling