+484.8%
IBM vs TNA
+1,004.3%
-519.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | -4.9% | +5.2% | +1.2% |
| 3M | -21.6% | +0.4% | -22.0% | -22.1% |
| 6M | -4.7% | +32.5% | -37.2% | -11.1% |
| YTD | -19.1% | +53.7% | -72.8% | -26.7% |
| 1Y | -2.5% | +65.1% | -67.6% | -13.6% |
| 3Y | +74.2% | +98.4% | -24.3% | +38.4% |
| 5Y | +113.1% | -22.5% | +135.6% | +85.5% |
| 10Y | +133.5% | +82.5% | +51.0% | +40.0% |
| All | +484.8% | +1,004.3% | -519.5% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling