+2,627.1%
IBM vs TSEM
+11.3%
+2,615.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.8% | -0.6% |
| 7D | -0.3% | +6.9% | -7.2% | -0.9% |
| 30D | +0.3% | +5.3% | -5.0% | -0.4% |
| 3M | -21.6% | -14.9% | -6.7% | -21.8% |
| 6M | -4.7% | +80.0% | -84.7% | -12.2% |
| YTD | -19.1% | +89.4% | -108.4% | -26.0% |
| 1Y | -2.5% | +253.1% | -255.6% | -16.2% |
| 3Y | +74.2% | +642.1% | -568.0% | +38.2% |
| 5Y | +113.1% | +659.1% | -546.0% | +66.7% |
| 10Y | +133.5% | +1,291.4% | -1,157.8% | +69.9% |
| All | +2,627.1% | +11.3% | +2,615.8% | +1,822.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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