+120.6%
IBM vs TRU
-36.4%
+157.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +3.6% | -6.5% | +10.0% | +5.1% |
| 30D | +1.5% | -2.5% | +4.0% | +2.0% |
| 3M | -12.9% | +10.4% | -23.3% | -14.9% |
| 6M | -3.9% | +1.6% | -5.6% | -4.5% |
| YTD | -17.3% | -9.7% | -7.6% | -16.2% |
| 1Y | -5.0% | -17.3% | +12.3% | -2.4% |
| 3Y | +78.2% | -1.8% | +80.0% | +76.5% |
| 5Y | +120.6% | -36.2% | +156.9% | +133.1% |
| All | +120.6% | -36.4% | +157.1% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling