-2.5%
IBM vs TPR
+18.2%
-20.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | -2.7% | +2.4% | -0.1% |
| 30D | +0.3% | -23.3% | +23.5% | +2.5% |
| 3M | -21.6% | -12.8% | -8.8% | -21.0% |
| 6M | -4.7% | -21.7% | +17.0% | -3.3% |
| YTD | -19.1% | -3.9% | -15.2% | -18.9% |
| 1Y | -2.5% | +16.9% | -19.4% | +0.5% |
| All | -2.5% | +18.2% | -20.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling