+149.9%
IBM vs TLT
-14.3%
+164.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | +8.4% | +5.1% | +3.3% | +9.6% |
| 3M | +4.5% | -0.2% | +4.7% | +4.3% |
| 6M | +7.9% | -2.9% | +10.8% | +7.0% |
| YTD | -15.2% | -2.7% | -12.5% | -15.9% |
| 1Y | -17.6% | -4.6% | -13.0% | -18.6% |
| 3Y | +82.1% | +6.1% | +76.0% | +86.4% |
| 5Y | +143.3% | -35.1% | +178.5% | +97.6% |
| 10Y | +149.9% | -12.5% | +162.4% | +126.5% |
| All | +149.9% | -14.3% | +164.2% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling