-7.0%
IBM vs TFC
+13.2%
-20.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +0.3% | +2.2% | -1.9% | -0.6% |
| 30D | -1.5% | -2.5% | +1.0% | -0.6% |
| 3M | -16.8% | +4.5% | -21.3% | -18.7% |
| 6M | -9.0% | +11.0% | -20.0% | -14.6% |
| YTD | -20.1% | +5.9% | -25.9% | -21.2% |
| 1Y | -7.0% | +14.6% | -21.6% | -12.5% |
| All | -7.0% | +13.2% | -20.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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