+446.5%
IBM vs TCOM
+2,902.5%
-2,456.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.5% | +6.5% | -8.1% | -2.3% |
| 30D | +8.4% | +13.3% | -4.9% | +6.8% |
| 3M | +4.2% | -6.5% | +10.6% | +4.8% |
| 6M | +7.9% | -16.3% | +24.3% | +9.8% |
| YTD | -15.2% | -38.7% | +23.5% | -10.8% |
| 1Y | -18.7% | -40.1% | +21.4% | -14.3% |
| 3Y | +79.2% | +30.6% | +48.6% | +70.1% |
| 5Y | +144.7% | +45.8% | +98.9% | +120.6% |
| 10Y | +141.6% | +8.1% | +133.5% | +117.0% |
| All | +446.5% | +2,902.5% | -2,456.0% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling