+141.6%
IBM vs TPR
+386.9%
-245.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.5% | +12.1% | -13.6% | -3.9% |
| 30D | +8.4% | +16.7% | -8.3% | +4.8% |
| 3M | +4.2% | -17.4% | +21.6% | +7.6% |
| 6M | +7.9% | +2.3% | +5.7% | +6.4% |
| YTD | -15.2% | +7.1% | -22.3% | -17.8% |
| 1Y | -18.7% | +29.5% | -48.2% | -24.5% |
| 3Y | +79.2% | +415.0% | -335.8% | +18.5% |
| 5Y | +144.7% | +261.5% | -116.7% | +69.0% |
| 10Y | +141.6% | +383.3% | -241.7% | +35.7% |
| All | +141.6% | +386.9% | -245.3% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling