-2.9%
IBM vs TEL
+1.5%
-4.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.4% |
| 7D | +3.6% | +1.6% | +2.0% | +3.3% |
| 30D | +3.1% | -0.7% | +3.8% | +3.1% |
| 3M | -10.8% | +2.4% | -13.3% | -11.4% |
| 6M | -0.8% | +4.1% | -4.9% | -2.4% |
| YTD | -16.2% | -5.8% | -10.4% | -15.4% |
| 1Y | -2.9% | +0.9% | -3.8% | -5.8% |
| All | -2.9% | +1.5% | -4.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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