+134.5%
IBM vs TRI
+191.2%
-56.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | -0.3% | -14.4% | +14.1% | +5.7% |
| 30D | -1.8% | -8.1% | +6.3% | +1.0% |
| 3M | -13.5% | +17.5% | -31.0% | -19.7% |
| 6M | -5.1% | -5.0% | -0.1% | -5.1% |
| YTD | -19.4% | -24.7% | +5.3% | -12.6% |
| 1Y | -6.5% | -41.5% | +35.0% | +11.4% |
| 3Y | +73.8% | -20.3% | +94.2% | +78.3% |
| 5Y | +116.3% | -10.9% | +127.2% | +107.4% |
| All | +134.5% | +191.2% | -56.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling