+2,521.8%
IBM vs TER
+8,630.0%
-6,108.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.3% |
| 7D | -5.0% | -20.5% | +15.5% | -1.1% |
| 30D | +11.1% | -47.0% | +58.1% | +24.1% |
| 3M | +5.7% | -43.3% | +49.0% | +15.5% |
| 6M | +10.1% | -42.9% | +53.0% | +16.4% |
| YTD | -15.6% | +12.9% | -28.5% | -24.0% |
| 1Y | -19.5% | +18.2% | -37.7% | -28.4% |
| 3Y | +80.4% | +151.8% | -71.4% | +30.7% |
| 5Y | +140.0% | +54.2% | +85.8% | +85.6% |
| 10Y | +155.0% | +908.2% | -753.3% | +26.8% |
| All | +2,521.8% | +8,630.0% | -6,108.2% | +570.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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