-6.5%
IBM vs TRV
+38.0%
-44.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | -1.8% | -1.8% | 0.0% | -1.5% |
| 3M | -13.5% | +21.6% | -35.0% | -14.8% |
| 6M | -5.1% | +22.5% | -27.6% | -6.2% |
| YTD | -19.4% | +28.1% | -47.5% | -21.1% |
| 1Y | -6.5% | +37.0% | -43.6% | -8.3% |
| All | -6.5% | +38.0% | -44.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling