+149.6%
IBM vs TMF
-84.4%
+234.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.0% | +1.2% | -6.2% | -4.9% |
| 30D | +11.1% | +19.7% | -8.6% | +12.6% |
| 3M | +5.7% | -2.1% | +7.8% | +5.5% |
| 6M | +10.1% | -13.4% | +23.6% | +8.9% |
| YTD | -15.6% | -16.7% | +1.1% | -16.8% |
| 1Y | -19.5% | -23.3% | +3.8% | -21.2% |
| 3Y | +80.4% | -24.8% | +105.2% | +79.1% |
| 5Y | +140.0% | -88.0% | +228.0% | +86.3% |
| All | +149.6% | -84.4% | +234.0% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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