+147.5%
IBM vs TMUS
+51.3%
+96.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -0.3% | +6.5% | -6.8% | -1.0% |
| 30D | +6.8% | +11.3% | -4.5% | +5.4% |
| 3M | +4.4% | -2.9% | +7.3% | +4.6% |
| 6M | +13.2% | -10.5% | +23.7% | +14.2% |
| YTD | -15.1% | -14.4% | -0.7% | -14.3% |
| 1Y | -20.2% | -17.9% | -2.3% | -18.9% |
| 3Y | +79.3% | +21.9% | +57.4% | +63.3% |
| 5Y | +147.5% | +52.1% | +95.3% | +119.8% |
| All | +147.5% | +51.3% | +96.2% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling