+215.8%
IBM vs TRGP
+2,254.6%
-2,038.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.0% |
| 7D | -1.7% | +2.4% | -4.1% | -2.1% |
| 30D | +10.1% | +0.8% | +9.3% | +9.8% |
| 3M | +4.8% | +10.4% | -5.5% | +3.0% |
| 6M | +12.6% | +16.3% | -3.6% | +9.4% |
| YTD | -13.9% | +61.1% | -75.0% | -20.6% |
| 1Y | -18.7% | +71.6% | -90.3% | -25.8% |
| 3Y | +81.9% | +267.5% | -185.6% | +46.8% |
| 5Y | +148.3% | +488.1% | -339.8% | +84.6% |
| 10Y | +143.6% | +803.8% | -660.1% | +54.9% |
| All | +215.8% | +2,254.6% | -2,038.9% | +51.4% |
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 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