+123.0%
IBM vs TMO
+7.9%
+115.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +3.1% | +1.1% | +2.0% | +2.8% |
| 3M | -10.8% | +28.3% | -39.2% | -17.0% |
| 6M | -0.8% | +23.3% | -24.1% | -6.7% |
| YTD | -16.2% | +5.5% | -21.6% | -18.0% |
| 1Y | -2.9% | +24.5% | -27.4% | -9.1% |
| 3Y | +79.8% | +19.6% | +60.3% | +69.4% |
| All | +123.0% | +7.9% | +115.2% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling