+79.2%
IBM vs TCOM
+32.5%
+46.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.5% | +6.5% | -8.1% | -2.4% |
| 30D | +8.4% | +13.3% | -4.9% | +6.5% |
| 3M | +4.2% | -6.5% | +10.6% | +5.1% |
| 6M | +7.9% | -16.3% | +24.3% | +10.4% |
| YTD | -15.2% | -38.7% | +23.5% | -10.2% |
| 1Y | -18.7% | -40.1% | +21.4% | -13.8% |
| 3Y | +79.2% | +30.6% | +48.6% | +79.7% |
| All | +79.2% | +32.5% | +46.7% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling