+82.1%
IBM vs TRU
+62.7%
+19.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -2.5% | +4.9% | -7.4% | -4.0% |
| 30D | +8.4% | +26.9% | -18.6% | +0.4% |
| 3M | +4.5% | +4.0% | +0.4% | +2.6% |
| 6M | +7.9% | +15.8% | -7.9% | +2.7% |
| YTD | -15.2% | -2.6% | -12.6% | -16.4% |
| 1Y | -17.6% | +3.9% | -21.4% | -19.8% |
| 3Y | +82.1% | +59.2% | +22.9% | +72.3% |
| All | +82.1% | +62.7% | +19.3% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling