+54.9%
IBM vs TEM
+89.7%
-34.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -1.1% |
| 7D | -0.3% | +7.8% | -8.1% | -0.9% |
| 30D | +6.8% | +11.2% | -4.5% | +5.6% |
| 3M | +4.4% | +39.0% | -34.6% | +0.8% |
| 6M | +13.2% | +61.6% | -48.5% | +7.1% |
| YTD | -15.1% | +28.5% | -43.7% | -18.5% |
| 1Y | -20.2% | +6.7% | -26.9% | -22.4% |
| All | +54.9% | +89.7% | -34.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling