-13.3%
IBM vs TSLL
-48.4%
+35.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +2.1% |
| 7D | +0.4% | -9.4% | +9.9% | +1.0% |
| 30D | +14.8% | +1.6% | +13.2% | +14.4% |
| 3M | +8.9% | +29.4% | -20.5% | +6.8% |
| 6M | +12.4% | -20.1% | +32.6% | +10.9% |
| YTD | -12.4% | -44.5% | +32.1% | -11.9% |
| 1Y | -13.3% | -46.0% | +32.7% | -13.5% |
| All | -13.3% | -48.4% | +35.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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