+150.1%
IBM vs TRGP
+504.4%
-354.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +12.4% | -10.8% | -0.5% |
| 30D | +9.2% | +2.6% | +6.6% | +8.6% |
| 3M | +4.9% | +11.9% | -6.9% | +2.5% |
| 6M | +16.8% | +13.9% | +2.9% | +13.2% |
| YTD | -14.3% | +64.2% | -78.5% | -23.5% |
| 1Y | -16.7% | +78.5% | -95.2% | -27.0% |
| 3Y | +82.2% | +272.9% | -190.7% | +35.4% |
| All | +150.1% | +504.4% | -354.2% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling