+120.6%
IBM vs TCOM
+25.9%
+94.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.6% |
| 7D | +3.6% | -10.2% | +13.7% | +4.4% |
| 30D | +1.5% | -16.8% | +18.4% | +3.1% |
| 3M | -12.9% | -16.7% | +3.8% | -11.7% |
| 6M | -3.9% | -27.1% | +23.2% | -1.6% |
| YTD | -17.3% | -45.5% | +28.2% | -13.7% |
| 1Y | -5.0% | -45.9% | +40.9% | -0.8% |
| 3Y | +78.2% | +9.8% | +68.5% | +78.4% |
| 5Y | +120.6% | +23.8% | +96.8% | +118.2% |
| All | +120.6% | +25.9% | +94.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling