+73.0%
IBM vs TMO
+18.2%
+54.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.5% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | -13.5% | +25.3% | -38.7% | -19.7% |
| 6M | -5.1% | +20.9% | -26.0% | -11.0% |
| YTD | -19.4% | +4.3% | -23.7% | -21.1% |
| 1Y | -6.5% | +27.0% | -33.6% | -14.1% |
| All | +73.0% | +18.2% | +54.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling