+148.8%
IBM vs TE
-76.6%
+225.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +0.5% |
| 7D | -2.5% | -10.5% | +8.0% | -2.3% |
| 30D | +8.4% | -32.4% | +40.8% | +9.4% |
| 3M | +4.5% | -60.9% | +65.3% | +6.8% |
| 6M | +7.9% | -62.8% | +70.7% | +9.6% |
| YTD | -15.2% | -65.7% | +50.5% | -14.2% |
| 1Y | -17.6% | -39.9% | +22.3% | -18.5% |
| 3Y | +82.1% | +10.6% | +71.4% | +69.4% |
| 5Y | +143.3% | -79.7% | +223.0% | +137.9% |
| All | +148.8% | -76.6% | +225.3% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling