+120.6%
IBM vs TRV
+154.4%
-33.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +1.5% | -2.3% | +3.9% | +2.2% |
| 3M | -12.9% | +22.7% | -35.6% | -17.7% |
| 6M | -3.9% | +21.9% | -25.8% | -9.1% |
| YTD | -17.3% | +27.5% | -44.8% | -22.9% |
| 1Y | -5.0% | +36.2% | -41.2% | -13.2% |
| 3Y | +78.2% | +140.6% | -62.4% | +36.7% |
| 5Y | +120.6% | +154.5% | -33.9% | +65.8% |
| All | +120.6% | +154.4% | -33.8% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling