+116.3%
IBM vs TDY
+34.3%
+82.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | -1.8% | -12.5% | +10.7% | +1.4% |
| 3M | -13.5% | -0.8% | -12.7% | -13.5% |
| 6M | -5.1% | -9.0% | +3.9% | -3.3% |
| YTD | -19.4% | +16.8% | -36.2% | -24.0% |
| 1Y | -6.5% | +9.5% | -16.0% | -10.4% |
| 3Y | +73.8% | +45.4% | +28.4% | +52.4% |
| 5Y | +116.3% | +37.8% | +78.5% | +86.9% |
| All | +116.3% | +34.3% | +82.0% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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