-18.8%
IBM vs TFC
+16.9%
-35.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | -0.3% |
| 7D | -2.5% | +0.3% | -2.9% | -2.7% |
| 30D | +8.4% | +9.2% | -0.8% | +4.6% |
| 3M | +4.5% | -2.9% | +7.4% | +5.5% |
| 6M | +7.9% | +3.5% | +4.4% | +5.7% |
| YTD | -15.2% | +5.4% | -20.7% | -16.0% |
| All | -18.8% | +16.9% | -35.7% | -25.2% |
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