-19.5%
IBM vs TMUS
-18.2%
-1.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.8% |
| 7D | -5.0% | +3.6% | -8.5% | -4.9% |
| 30D | +11.1% | -3.4% | +14.5% | +11.1% |
| 3M | +5.7% | -9.5% | +15.2% | +5.8% |
| 6M | +10.1% | -15.2% | +25.3% | +8.6% |
| YTD | -15.6% | -18.9% | +3.3% | -18.6% |
| 1Y | -19.5% | -17.7% | -1.8% | -22.1% |
| All | -19.5% | -18.2% | -1.4% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling