+136.5%
IBM vs TLT
-19.7%
+156.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.4% |
| 30D | -1.5% | -0.3% | -1.2% | -1.6% |
| 3M | -16.8% | -1.7% | -15.0% | -17.1% |
| 6M | -9.0% | -4.9% | -4.1% | -10.2% |
| YTD | -20.1% | -2.8% | -17.3% | -20.6% |
| 1Y | -7.0% | -4.2% | -2.8% | -8.0% |
| 3Y | +72.4% | -1.1% | +73.5% | +72.0% |
| 5Y | +112.0% | -33.7% | +145.7% | +75.6% |
| All | +136.5% | -19.7% | +156.1% | +109.9% |
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