+143.8%
IBM vs TRU
+147.2%
-3.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +3.6% | -2.7% | +6.3% | +4.4% |
| 30D | +3.1% | -2.0% | +5.1% | +3.6% |
| 3M | -10.8% | +18.4% | -29.3% | -15.2% |
| 6M | -0.8% | +8.9% | -9.7% | -3.4% |
| YTD | -16.2% | -8.9% | -7.3% | -14.5% |
| 1Y | -2.9% | -15.9% | +13.0% | +0.7% |
| 3Y | +79.8% | -1.1% | +80.9% | +71.8% |
| 5Y | +124.9% | -35.2% | +160.1% | +142.9% |
| All | +143.8% | +147.2% | -3.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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