+134.5%
IBM vs TNA
+84.1%
+50.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -1.9% |
| 7D | -0.3% | -7.6% | +7.3% | +1.2% |
| 30D | -1.8% | -13.6% | +11.8% | +0.9% |
| 3M | -13.5% | +2.8% | -16.3% | -14.5% |
| 6M | -5.1% | +34.5% | -39.6% | -11.8% |
| YTD | -19.4% | +41.0% | -60.4% | -26.0% |
| 1Y | -6.5% | +52.0% | -58.5% | -16.1% |
| 3Y | +73.8% | +103.5% | -29.7% | +36.3% |
| 5Y | +116.3% | -22.5% | +138.8% | +88.4% |
| All | +134.5% | +84.1% | +50.4% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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