+143.6%
IBM vs TMUS
+248.1%
-104.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | -1.7% | +8.2% | -9.9% | -3.5% |
| 30D | +10.1% | +13.4% | -3.3% | +6.7% |
| 3M | +4.8% | -3.0% | +7.9% | +4.9% |
| 6M | +12.6% | -8.8% | +21.4% | +14.0% |
| YTD | -13.9% | -13.8% | -0.1% | -12.3% |
| 1Y | -18.7% | -17.1% | -1.6% | -16.4% |
| 3Y | +81.9% | +22.7% | +59.2% | +62.0% |
| 5Y | +148.3% | +52.8% | +95.5% | +102.9% |
| 10Y | +143.6% | +244.6% | -101.0% | +57.1% |
| All | +143.6% | +248.1% | -104.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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