+105.8%
IBM vs TPG
+85.9%
+19.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | -1.5% | +5.0% | -6.5% | -2.6% |
| 3M | -16.8% | +24.9% | -41.7% | -21.0% |
| 6M | -9.0% | +21.1% | -30.1% | -13.1% |
| YTD | -20.1% | -17.3% | -2.8% | -17.8% |
| 1Y | -7.0% | -9.8% | +2.8% | -6.1% |
| 3Y | +72.4% | +95.4% | -23.0% | +50.5% |
| All | +105.8% | +85.9% | +19.9% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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