+2,521.8%
IBM vs TAP
+821.1%
+1,700.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +11.1% | +9.1% | +2.0% | +9.2% |
| 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% | -14.5% |
| 1Y | -19.5% | -4.4% | -15.1% | -19.5% |
| 3Y | +80.4% | -24.4% | +104.8% | +86.5% |
| 5Y | +140.0% | +2.1% | +137.9% | +133.4% |
| 10Y | +155.0% | -48.7% | +203.7% | +167.7% |
| All | +2,521.8% | +821.1% | +1,700.7% | +1,698.3% |
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 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