+144.5%
IBM vs TLT
-20.1%
+164.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.2% |
| 7D | +3.6% | -0.3% | +3.8% | +3.5% |
| 30D | +1.5% | 0.0% | +1.6% | +1.5% |
| 3M | -12.9% | -2.9% | -10.0% | -13.5% |
| 6M | -3.9% | -6.3% | +2.4% | -5.5% |
| YTD | -17.3% | -3.3% | -14.0% | -18.1% |
| 1Y | -5.0% | -4.2% | -0.8% | -6.0% |
| 3Y | +78.2% | -1.7% | +79.9% | +77.6% |
| 5Y | +120.6% | -34.9% | +155.5% | +81.2% |
| 10Y | +144.5% | -19.8% | +164.3% | +116.7% |
| All | +144.5% | -20.1% | +164.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TLT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling