+2,574.6%
IBM vs TFC
+2,523.9%
+50.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | +10.1% | +7.8% | +2.3% | +7.9% |
| 3M | +4.8% | -3.0% | +7.8% | +5.6% |
| 6M | +12.6% | +5.8% | +6.8% | +10.6% |
| YTD | -13.9% | +5.3% | -19.2% | -15.4% |
| 1Y | -18.7% | +15.7% | -34.4% | -22.1% |
| 3Y | +81.9% | +94.8% | -12.9% | +49.7% |
| 5Y | +148.3% | 0.0% | +148.3% | +136.8% |
| 10Y | +143.6% | +79.0% | +64.6% | +91.7% |
| All | +2,574.6% | +2,523.9% | +50.7% | +1,297.6% |
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