+138.2%
IBM vs TAP
+2.0%
+136.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | 0.0% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +11.1% | +9.1% | +2.0% | +9.0% |
| 3M | +5.7% | -3.8% | +9.5% | +6.2% |
| 6M | +10.1% | -3.4% | +13.6% | +10.5% |
| YTD | -15.6% | -10.6% | -5.0% | -14.7% |
| 1Y | -19.5% | -4.4% | -15.1% | -19.9% |
| 3Y | +80.4% | -24.4% | +104.8% | +87.5% |
| All | +138.2% | +2.0% | +136.2% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling