+9.1%
TMUS vs CORZ
+129.2%
-120.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.2% | -4.0% | +4.4% |
| 7D | +5.3% | +1.7% | +3.6% | +5.5% |
| 30D | +13.5% | -17.5% | +31.0% | +13.1% |
| 3M | -4.2% | -39.5% | +35.2% | -5.2% |
| 6M | -11.9% | -44.5% | +32.6% | -12.7% |
| YTD | -15.6% | -12.6% | -2.9% | -16.0% |
| 1Y | -16.8% | -37.0% | +20.2% | -17.1% |
| All | +9.1% | +129.2% | -120.1% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling