+116.3%
IBM vs TDG
+125.9%
-9.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | -1.8% | -9.3% | +7.4% | +0.7% |
| 3M | -13.5% | -7.1% | -6.4% | -11.9% |
| 6M | -5.1% | -11.2% | +6.0% | -2.6% |
| YTD | -19.4% | -15.3% | -4.1% | -16.0% |
| 1Y | -6.5% | -12.5% | +5.9% | -3.6% |
| 3Y | +73.8% | +51.2% | +22.6% | +55.8% |
| 5Y | +116.3% | +126.1% | -9.8% | +70.9% |
| All | +116.3% | +125.9% | -9.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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