-5.0%
IBM vs TEM
-24.0%
+19.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.7% | +8.1% | +3.9% |
| 7D | +3.6% | -1.1% | +4.6% | +3.6% |
| 30D | +1.5% | +11.3% | -9.8% | +0.1% |
| 3M | -12.9% | +25.5% | -38.4% | -16.4% |
| 6M | -3.9% | +17.1% | -21.0% | -7.7% |
| YTD | -17.3% | +3.8% | -21.1% | -19.2% |
| 1Y | -5.0% | -24.4% | +19.4% | -5.5% |
| All | -5.0% | -24.0% | +19.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling