+121.8%
IBM vs TNA
-23.8%
+145.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | +4.0% |
| 7D | +3.6% | -3.6% | +7.2% | +4.1% |
| 30D | +1.5% | -10.1% | +11.6% | +3.0% |
| 3M | -12.9% | +2.7% | -15.6% | -13.7% |
| 6M | -3.9% | +38.4% | -42.3% | -9.4% |
| YTD | -17.3% | +45.4% | -62.8% | -22.8% |
| 1Y | -5.0% | +55.9% | -60.9% | -12.6% |
| 3Y | +78.2% | +109.8% | -31.6% | +49.9% |
| All | +121.8% | -23.8% | +145.6% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling