+150.1%
IBM vs TNA
-46.7%
+196.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +1.6% | +3.7% | -2.2% | +0.9% |
| 30D | +9.2% | +4.4% | +4.8% | +8.2% |
| 3M | +4.9% | -26.7% | +31.6% | +9.3% |
| 6M | +16.8% | -12.8% | +29.6% | +18.0% |
| YTD | -14.3% | +22.7% | -36.9% | -18.1% |
| 1Y | -16.7% | +35.7% | -52.4% | -21.8% |
| 3Y | +82.2% | +134.6% | -52.3% | +51.8% |
| All | +150.1% | -46.7% | +196.9% | +126.8% |
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