+96.8%
IBM vs TLN
+583.6%
-486.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.2% |
| 7D | -0.3% | +7.1% | -7.4% | -0.8% |
| 30D | +0.3% | -3.9% | +4.2% | +0.4% |
| 3M | -21.6% | -16.2% | -5.4% | -21.1% |
| 6M | -4.7% | -5.8% | +1.1% | -5.6% |
| YTD | -19.1% | -15.4% | -3.7% | -19.3% |
| 1Y | -2.5% | -16.7% | +14.2% | -2.9% |
| 3Y | +74.2% | +473.8% | -399.6% | +43.5% |
| All | +96.8% | +583.6% | -486.8% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling