-5.0%
IBM vs TCOM
-45.6%
+40.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +4.1% |
| 7D | +3.6% | -10.2% | +13.7% | +5.9% |
| 30D | +1.5% | -16.8% | +18.4% | +5.6% |
| 3M | -12.9% | -16.7% | +3.8% | -9.7% |
| 6M | -3.9% | -27.1% | +23.2% | +3.0% |
| YTD | -17.3% | -45.5% | +28.2% | -9.0% |
| 1Y | -5.0% | -45.9% | +40.9% | +4.2% |
| All | -5.0% | -45.6% | +40.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling