+364.4%
IBM vs TEL
+753.4%
-389.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +1.6% | +4.5% | -2.9% | -0.1% |
| 30D | +9.2% | +2.9% | +6.3% | +7.7% |
| 3M | +4.9% | +1.1% | +3.8% | +3.8% |
| 6M | +16.8% | +5.0% | +11.8% | +13.2% |
| YTD | -14.3% | -3.9% | -10.4% | -15.1% |
| 1Y | -16.7% | -7.4% | -9.3% | -16.6% |
| 3Y | +82.2% | +81.0% | +1.2% | +38.5% |
| 5Y | +149.9% | +42.3% | +107.6% | +103.9% |
| 10Y | +142.6% | +284.8% | -142.3% | +30.7% |
| All | +364.4% | +753.4% | -389.0% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling