+150.1%
IBM vs TKO
+276.1%
-126.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +1.6% | +2.3% | -0.7% | +1.2% |
| 30D | +9.2% | +13.4% | -4.2% | +7.2% |
| 3M | +4.9% | -1.7% | +6.7% | +5.1% |
| 6M | +16.8% | +7.2% | +9.5% | +15.4% |
| YTD | -14.3% | -5.4% | -8.9% | -14.0% |
| 1Y | -16.7% | +8.7% | -25.4% | -18.0% |
| 3Y | +82.2% | +150.4% | -68.2% | +63.0% |
| All | +150.1% | +276.1% | -126.0% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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