+2,413.6%
IBM vs TAP
+825.0%
+1,588.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | +0.3% | -2.1% | +2.4% | +0.6% |
| 3M | -21.6% | +6.6% | -28.2% | -22.5% |
| 6M | -4.7% | -11.5% | +6.8% | -2.8% |
| YTD | -19.1% | -10.3% | -8.8% | -17.9% |
| 1Y | -2.5% | -14.4% | +11.9% | -0.6% |
| 3Y | +74.2% | -28.3% | +102.4% | +81.9% |
| 5Y | +113.1% | +1.7% | +111.4% | +107.8% |
| 10Y | +133.5% | -49.2% | +182.8% | +145.8% |
| All | +2,413.6% | +825.0% | +1,588.6% | +1,625.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling