+2,562.9%
IBM vs TRV
+7,258.3%
-4,695.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +2.0% | -0.5% | +0.9% |
| 30D | +9.2% | +6.7% | +2.5% | +6.8% |
| 3M | +4.9% | +9.4% | -4.4% | +1.7% |
| 6M | +16.8% | +37.7% | -21.0% | +4.5% |
| YTD | -14.3% | +40.6% | -54.9% | -24.0% |
| 1Y | -16.7% | +42.4% | -59.2% | -26.5% |
| 3Y | +82.2% | +148.1% | -65.9% | +31.5% |
| 5Y | +149.9% | +181.7% | -31.7% | +70.5% |
| 10Y | +142.6% | +352.6% | -210.0% | +38.5% |
| All | +2,562.9% | +7,258.3% | -4,695.5% | +520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling