+421.4%
IBM vs TCOM
+2,694.8%
-2,273.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.3% | -9.5% | +9.2% | +0.8% |
| 30D | +0.3% | -10.7% | +11.0% | +1.5% |
| 3M | -21.6% | -14.6% | -7.0% | -20.3% |
| 6M | -4.7% | -19.3% | +14.6% | -2.5% |
| YTD | -19.1% | -42.9% | +23.9% | -14.1% |
| 1Y | -2.5% | -43.8% | +41.3% | +3.6% |
| 3Y | +74.2% | +2.1% | +72.1% | +70.0% |
| 5Y | +113.1% | +31.2% | +81.9% | +94.5% |
| 10Y | +133.5% | -13.9% | +147.5% | +115.2% |
| All | +421.4% | +2,694.8% | -2,273.4% | +220.4% |
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