+540.4%
IBM vs TRI
+561.6%
-21.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +2.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +0.3% | +7.9% | -7.6% | -3.0% |
| 3M | -21.6% | +24.1% | -45.7% | -28.7% |
| 6M | -4.7% | +3.8% | -8.5% | -7.8% |
| YTD | -19.1% | -16.9% | -2.2% | -15.3% |
| 1Y | -2.5% | -38.4% | +35.9% | +14.3% |
| 3Y | +74.2% | -12.2% | +86.4% | +74.4% |
| 5Y | +113.1% | -1.8% | +114.9% | +101.0% |
| 10Y | +133.5% | +207.6% | -74.1% | +36.2% |
| All | +540.4% | +561.6% | -21.2% | +106.9% |
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