+149.9%
IBM vs TAP
-49.5%
+199.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | -2.5% | -7.8% | +5.3% | -0.1% |
| 30D | +8.4% | +7.1% | +1.2% | +5.7% |
| 3M | +4.5% | -7.0% | +11.5% | +6.4% |
| 6M | +7.9% | -3.8% | +11.7% | +8.6% |
| YTD | -15.2% | -11.7% | -3.5% | -13.1% |
| 1Y | -17.6% | -10.1% | -7.5% | -16.1% |
| 3Y | +82.1% | -23.7% | +105.8% | +92.0% |
| 5Y | +143.3% | +2.9% | +140.4% | +122.9% |
| 10Y | +149.9% | -49.5% | +199.4% | +144.7% |
| All | +149.9% | -49.5% | +199.4% | +144.7% |
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