+578.5%
IBM vs TRI
+584.3%
-5.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -2.9% | +4.5% | +2.7% |
| 30D | +9.2% | +3.7% | +5.5% | +6.9% |
| 3M | +4.9% | +3.7% | +1.2% | +2.2% |
| 6M | +16.8% | +35.1% | -18.4% | +1.4% |
| YTD | -14.3% | -14.0% | -0.3% | -12.3% |
| 1Y | -16.7% | -19.0% | +2.2% | -12.8% |
| 3Y | +82.2% | -12.0% | +94.2% | +81.0% |
| 5Y | +149.9% | +0.6% | +149.3% | +131.8% |
| 10Y | +142.6% | +225.4% | -82.9% | +37.1% |
| All | +578.5% | +584.3% | -5.8% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling