+105.3%
IBM vs TLN
+630.2%
-524.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -7.9% | -1.3% |
| 7D | -5.0% | -1.3% | -3.7% | -5.0% |
| 30D | +11.1% | -10.5% | +21.6% | +11.7% |
| 3M | +5.7% | +0.1% | +5.6% | +5.3% |
| 6M | +10.1% | -17.4% | +27.5% | +10.7% |
| YTD | -15.6% | -9.7% | -5.9% | -16.4% |
| 1Y | -19.5% | -12.3% | -7.3% | -20.2% |
| 3Y | +80.4% | +528.3% | -447.9% | +47.9% |
| All | +105.3% | +630.2% | -524.9% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling