-18.7%
IBM vs TMUS
-15.5%
-3.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.5% |
| 7D | -1.7% | +8.2% | -9.9% | -1.7% |
| 30D | +10.1% | +13.4% | -3.3% | +10.1% |
| 3M | +4.8% | -3.0% | +7.9% | +5.0% |
| 6M | +12.6% | -8.8% | +21.4% | +11.5% |
| YTD | -13.9% | -13.8% | -0.1% | -17.2% |
| 1Y | -18.7% | -17.1% | -1.6% | -22.4% |
| All | -18.7% | -15.5% | -3.2% | -22.4% |
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