+143.6%
IBM vs TAP
-47.8%
+191.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -1.7% | -8.0% | +6.3% | +0.8% |
| 30D | +10.1% | +4.1% | +6.0% | +8.3% |
| 3M | +4.8% | -4.4% | +9.2% | +5.8% |
| 6M | +12.6% | -1.9% | +14.6% | +12.7% |
| YTD | -13.9% | -12.1% | -1.8% | -11.6% |
| 1Y | -18.7% | -12.0% | -6.7% | -16.7% |
| 3Y | +81.9% | -25.0% | +106.9% | +93.0% |
| 5Y | +148.3% | -1.1% | +149.4% | +130.8% |
| 10Y | +143.6% | -47.6% | +191.3% | +141.3% |
| All | +143.6% | -47.8% | +191.5% | +141.3% |
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