+138.2%
IBM vs TFC
-2.5%
+140.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -5.0% | +1.2% | -6.2% | -5.3% |
| 30D | +11.1% | +8.3% | +2.8% | +8.8% |
| 3M | +5.7% | -5.2% | +10.9% | +7.1% |
| 6M | +10.1% | -0.8% | +10.9% | +10.0% |
| YTD | -15.6% | +3.4% | -19.0% | -16.5% |
| 1Y | -19.5% | +17.0% | -36.5% | -22.8% |
| 3Y | +80.4% | +86.2% | -5.8% | +54.9% |
| All | +138.2% | -2.5% | +140.7% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling