+82.2%
IBM vs TLN
+580.6%
-498.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.2% |
| 7D | +1.6% | +11.0% | -9.5% | +0.9% |
| 30D | +9.2% | +4.9% | +4.3% | +8.7% |
| 3M | +4.9% | +4.9% | 0.0% | +4.3% |
| 6M | +16.8% | +7.1% | +9.6% | +14.9% |
| YTD | -14.3% | +0.3% | -14.6% | -15.7% |
| 1Y | -16.7% | +5.9% | -22.6% | -18.8% |
| 3Y | +82.2% | +578.5% | -496.2% | +45.1% |
| All | +82.2% | +580.6% | -498.3% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling