+351.1%
IBM vs TDY
+7,071.3%
-6,720.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | -1.5% | -12.5% | +11.0% | +1.6% |
| 3M | -16.8% | -1.2% | -15.6% | -16.7% |
| 6M | -9.0% | -6.6% | -2.5% | -8.0% |
| YTD | -20.1% | +18.5% | -38.5% | -23.8% |
| 1Y | -7.0% | +10.8% | -17.8% | -10.1% |
| 3Y | +72.4% | +47.5% | +24.9% | +54.7% |
| 5Y | +112.0% | +35.8% | +76.2% | +92.0% |
| 10Y | +131.6% | +459.0% | -327.4% | +51.6% |
| All | +351.1% | +7,071.3% | -6,720.2% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling