+136.5%
IBM vs TE
-53.2%
+189.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.3% | -2.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | -1.8% | -16.3% | +14.4% | -1.5% |
| 3M | -13.5% | -40.8% | +27.3% | -12.7% |
| 6M | -5.1% | -42.6% | +37.5% | -4.7% |
| YTD | -19.4% | -31.4% | +12.1% | -19.8% |
| 1Y | -6.5% | +144.9% | -151.5% | -11.8% |
| 3Y | +73.8% | -26.0% | +99.8% | +65.7% |
| 5Y | +116.3% | -48.5% | +164.8% | +107.5% |
| All | +136.5% | -53.2% | +189.7% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling