+77.4%
IBM vs TNA
+105.9%
-28.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | +4.1% |
| 7D | +3.6% | -3.6% | +7.2% | +4.1% |
| 30D | +1.5% | -10.1% | +11.6% | +3.2% |
| 3M | -12.9% | +2.7% | -15.6% | -13.8% |
| 6M | -3.9% | +38.4% | -42.3% | -10.2% |
| YTD | -17.3% | +45.4% | -62.8% | -23.5% |
| 1Y | -5.0% | +55.9% | -60.9% | -13.6% |
| All | +77.4% | +105.9% | -28.6% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling