+384.7%
IBM vs TMUS
+359.0%
+25.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.5% | +0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | +5.3% | -5.0% | -0.6% |
| 3M | -21.6% | +3.1% | -24.7% | -22.2% |
| 6M | -4.7% | -16.5% | +11.8% | -2.2% |
| YTD | -19.1% | -9.2% | -9.9% | -18.4% |
| 1Y | -2.5% | -26.5% | +24.0% | +1.8% |
| 3Y | +74.2% | +39.0% | +35.1% | +61.4% |
| 5Y | +113.1% | +40.4% | +72.8% | +95.8% |
| 10Y | +133.5% | +303.7% | -170.2% | +79.2% |
| All | +384.7% | +359.0% | +25.7% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling