+214.4%
IBM vs TRGP
+2,299.4%
-2,085.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +1.6% | +12.4% | -10.8% | -0.2% |
| 30D | +9.2% | +2.6% | +6.6% | +8.6% |
| 3M | +4.9% | +11.9% | -6.9% | +2.9% |
| 6M | +16.8% | +13.9% | +2.9% | +13.9% |
| YTD | -14.3% | +64.2% | -78.5% | -21.2% |
| 1Y | -16.7% | +78.5% | -95.2% | -24.4% |
| 3Y | +82.2% | +272.9% | -190.7% | +46.7% |
| 5Y | +149.9% | +510.7% | -360.8% | +84.8% |
| 10Y | +142.6% | +821.0% | -678.4% | +53.8% |
| All | +214.4% | +2,299.4% | -2,085.0% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling