+149.9%
IBM vs TMUS
+260.7%
-110.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.7% | -0.5% |
| 7D | -2.5% | +5.3% | -7.9% | -3.7% |
| 30D | +8.4% | +13.5% | -5.2% | +4.9% |
| 3M | +4.5% | -4.2% | +8.7% | +4.9% |
| 6M | +7.9% | -11.9% | +19.8% | +10.1% |
| YTD | -15.2% | -15.6% | +0.3% | -13.2% |
| 1Y | -17.6% | -16.8% | -0.8% | -15.4% |
| 3Y | +82.1% | +20.8% | +61.3% | +62.7% |
| 5Y | +143.3% | +48.0% | +95.3% | +100.8% |
| 10Y | +149.9% | +234.7% | -84.8% | +65.1% |
| All | +149.9% | +260.7% | -110.8% | +65.1% |
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