+2,413.6%
IBM vs TFC
+2,596.5%
-182.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +2.4% | -2.7% | -0.9% |
| 30D | +0.3% | -1.3% | +1.6% | +0.6% |
| 3M | -21.6% | +6.1% | -27.7% | -23.0% |
| 6M | -4.7% | +7.3% | -12.0% | -6.9% |
| YTD | -19.1% | +8.2% | -27.3% | -21.0% |
| 1Y | -2.5% | +14.4% | -16.9% | -6.3% |
| 3Y | +74.2% | +93.7% | -19.6% | +43.2% |
| 5Y | +113.1% | +16.4% | +96.7% | +95.1% |
| 10Y | +133.5% | +101.6% | +32.0% | +78.4% |
| All | +2,413.6% | +2,596.5% | -182.9% | +1,204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling