+80.4%
IBM vs TPR
+407.4%
-327.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -5.0% | +14.2% | -19.2% | -6.6% |
| 30D | +11.1% | +17.1% | -6.0% | +8.8% |
| 3M | +5.7% | -17.7% | +23.4% | +8.1% |
| 6M | +10.1% | -10.2% | +20.3% | +10.8% |
| YTD | -15.6% | +4.9% | -20.5% | -17.0% |
| 1Y | -19.5% | +36.1% | -55.7% | -23.8% |
| 3Y | +80.4% | +416.5% | -336.1% | +43.4% |
| All | +80.4% | +407.4% | -327.0% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling