-5.0%
IBM vs TE
+145.5%
-150.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.3% | +3.4% |
| 7D | +3.6% | +15.0% | -11.4% | +3.4% |
| 30D | +1.5% | -7.5% | +9.1% | +1.5% |
| 3M | -12.9% | -42.0% | +29.1% | -12.5% |
| 6M | -3.9% | -31.4% | +27.5% | -3.7% |
| YTD | -17.3% | -26.5% | +9.2% | -17.5% |
| 1Y | -5.0% | +153.1% | -158.1% | -4.5% |
| All | -5.0% | +145.5% | -150.5% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling