-2.9%
IBM vs TMO
+27.4%
-30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +3.1% | +1.1% | +2.0% | +2.7% |
| 3M | -10.8% | +28.3% | -39.2% | -17.7% |
| 6M | -0.8% | +23.3% | -24.1% | -7.0% |
| YTD | -16.2% | +5.5% | -21.6% | -18.9% |
| 1Y | -2.9% | +24.5% | -27.4% | -7.3% |
| All | -2.9% | +27.4% | -30.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling