+109.4%
IBM vs TLN
+716.6%
-607.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | +1.2% |
| 7D | -1.7% | +15.9% | -17.6% | -2.6% |
| 30D | +10.1% | -0.3% | +10.4% | +10.0% |
| 3M | +4.8% | +5.8% | -1.0% | +4.2% |
| 6M | +12.6% | -1.2% | +13.8% | +11.7% |
| YTD | -13.9% | +1.0% | -14.9% | -15.4% |
| 1Y | -18.7% | +1.1% | -19.8% | -20.2% |
| 3Y | +81.9% | +591.7% | -509.8% | +48.2% |
| All | +109.4% | +716.6% | -607.2% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling