+152.6%
IBM vs TE
-78.2%
+230.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.4% |
| 7D | -1.7% | -22.0% | +20.3% | -1.1% |
| 30D | +10.1% | -33.6% | +43.7% | +11.2% |
| 3M | +4.8% | -61.1% | +65.9% | +7.2% |
| 6M | +12.6% | -64.7% | +77.3% | +14.5% |
| YTD | -13.9% | -68.1% | +54.2% | -12.7% |
| 1Y | -18.7% | -51.7% | +33.0% | -19.0% |
| 3Y | +81.9% | +42.0% | +39.9% | +68.0% |
| 5Y | +148.3% | -80.8% | +229.1% | +143.2% |
| All | +152.6% | -78.2% | +230.8% | +168.8% |
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