+147.3%
IBM vs TPR
+364.3%
-217.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +9.2% | +15.1% | -5.9% | +5.9% |
| 3M | +4.9% | +3.5% | +1.4% | +3.8% |
| 6M | +16.8% | +0.4% | +16.3% | +15.5% |
| YTD | -14.3% | +4.6% | -18.9% | -16.5% |
| 1Y | -16.7% | +33.1% | -49.8% | -23.1% |
| 3Y | +82.2% | +396.0% | -313.7% | +21.4% |
| 5Y | +149.9% | +230.3% | -80.3% | +76.5% |
| All | +147.3% | +364.3% | -217.0% | +39.8% |
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