+131.6%
IBM vs TAP
-52.1%
+183.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.1% |
| 7D | +0.3% | -2.3% | +2.6% | +1.0% |
| 30D | -1.5% | -9.4% | +7.9% | +1.5% |
| 3M | -16.8% | -0.8% | -16.0% | -16.6% |
| 6M | -9.0% | -14.7% | +5.7% | -4.8% |
| YTD | -20.1% | -13.9% | -6.1% | -17.1% |
| 1Y | -7.0% | -18.6% | +11.6% | -2.2% |
| 3Y | +72.4% | -32.0% | +104.4% | +89.6% |
| 5Y | +112.0% | -1.0% | +113.0% | +97.3% |
| 10Y | +131.6% | -51.4% | +182.9% | +133.3% |
| All | +131.6% | -52.1% | +183.6% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling