+565.9%
IBM vs TLT
+130.6%
+435.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.5% |
| 30D | +0.3% | -0.6% | +0.8% | 0.0% |
| 3M | -21.6% | -2.7% | -18.9% | -22.5% |
| 6M | -4.7% | -5.6% | +0.9% | -7.0% |
| YTD | -19.1% | -2.8% | -16.3% | -20.1% |
| 1Y | -2.5% | -1.4% | -1.1% | -3.1% |
| 3Y | +74.2% | -1.6% | +75.7% | +73.2% |
| 5Y | +113.1% | -33.8% | +147.0% | +74.2% |
| 10Y | +133.5% | -21.1% | +154.7% | +116.1% |
| All | +565.9% | +130.6% | +435.4% | +1,405.9% |
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 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