+112.0%
IBM vs TE
-41.1%
+153.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.2% | -1.5% |
| 7D | +0.3% | +18.2% | -17.9% | -0.2% |
| 30D | -1.5% | -13.5% | +12.0% | -1.2% |
| 3M | -16.8% | -44.6% | +27.8% | -15.8% |
| 6M | -9.0% | -24.7% | +15.7% | -9.4% |
| YTD | -20.1% | -24.3% | +4.2% | -20.7% |
| 1Y | -7.0% | +155.6% | -162.6% | -12.5% |
| 3Y | +72.4% | -18.3% | +90.6% | +64.3% |
| 5Y | +112.0% | -41.3% | +153.3% | +102.7% |
| All | +112.0% | -41.1% | +153.1% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling