+47.7%
IBM vs TEM
+61.6%
-13.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +0.3% | +38.4% | -38.1% | -2.6% |
| 3M | -21.6% | +23.7% | -45.3% | -23.6% |
| 6M | -4.7% | +26.0% | -30.7% | -7.6% |
| YTD | -19.1% | +9.4% | -28.5% | -20.8% |
| 1Y | -2.5% | -17.3% | +14.8% | -3.0% |
| All | +47.7% | +61.6% | -13.8% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling