+120.6%
IBM vs TRGP
+639.4%
-518.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.6% |
| 7D | +3.6% | -0.7% | +4.3% | +3.7% |
| 30D | +1.5% | +9.5% | -7.9% | -0.3% |
| 3M | -12.9% | +10.8% | -23.7% | -15.0% |
| 6M | -3.9% | +25.3% | -29.2% | -8.9% |
| YTD | -17.3% | +60.3% | -77.6% | -26.0% |
| 1Y | -5.0% | +84.6% | -89.5% | -17.9% |
| 3Y | +78.2% | +264.4% | -186.1% | +31.1% |
| 5Y | +120.6% | +636.6% | -515.9% | +32.4% |
| All | +120.6% | +639.4% | -518.8% | +32.4% |
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