+12.6%
IBM vs TE
-64.4%
+77.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.5% |
| 7D | -1.7% | -22.0% | +20.3% | -1.6% |
| 30D | +10.1% | -33.6% | +43.7% | +10.3% |
| 3M | +4.8% | -61.1% | +65.9% | +4.7% |
| 6M | +12.6% | -64.7% | +77.3% | +9.8% |
| All | +12.6% | -64.4% | +77.0% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling