+594.6%
IBM vs TLT
+129.8%
+464.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -5.0% | +0.1% | -5.1% | -4.9% |
| 30D | +11.1% | +6.2% | +4.9% | +13.8% |
| 3M | +5.7% | -0.3% | +6.1% | +5.5% |
| 6M | +10.1% | -3.4% | +13.5% | +8.5% |
| YTD | -15.6% | -3.1% | -12.5% | -16.8% |
| 1Y | -19.5% | -5.2% | -14.3% | -21.4% |
| 3Y | +80.4% | +6.5% | +73.9% | +86.2% |
| 5Y | +140.0% | -34.7% | +174.7% | +94.6% |
| 10Y | +155.0% | -17.6% | +172.6% | +141.6% |
| All | +594.6% | +129.8% | +464.8% | +1,467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling