+449.1%
IBM vs TDG
+13,063.4%
-12,614.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | -1.5% | -6.5% | +5.1% | +0.4% |
| 3M | -16.8% | -5.1% | -11.7% | -15.7% |
| 6M | -9.0% | -11.5% | +2.5% | -6.3% |
| YTD | -20.1% | -13.9% | -6.2% | -16.9% |
| 1Y | -7.0% | -11.5% | +4.4% | -4.3% |
| 3Y | +72.4% | +53.7% | +18.7% | +49.6% |
| 5Y | +112.0% | +135.5% | -23.5% | +59.2% |
| 10Y | +131.6% | +535.2% | -403.6% | +21.6% |
| All | +449.1% | +13,063.4% | -12,614.2% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling