+82.2%
IBM vs TMUS
+21.2%
+61.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +1.6% | +4.9% | -3.3% | +1.4% |
| 30D | +9.2% | +7.7% | +1.5% | +9.0% |
| 3M | +4.9% | -6.8% | +11.7% | +5.3% |
| 6M | +16.8% | -9.7% | +26.4% | +17.0% |
| YTD | -14.3% | -15.0% | +0.7% | -14.4% |
| 1Y | -16.7% | -19.1% | +2.4% | -16.6% |
| 3Y | +82.2% | +21.4% | +60.8% | +70.9% |
| All | +82.2% | +21.2% | +61.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling