+118.0%
IBM vs TSLL
-58.7%
+176.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.6% | -9.5% | -1.2% |
| 7D | -5.0% | -21.2% | +16.2% | -4.2% |
| 30D | +11.1% | -13.3% | +24.4% | +11.5% |
| 3M | +5.7% | +15.4% | -9.7% | +4.8% |
| 6M | +10.1% | -34.2% | +44.3% | +10.6% |
| YTD | -15.6% | -52.9% | +37.3% | -14.5% |
| 1Y | -19.5% | -54.3% | +34.8% | -18.5% |
| 3Y | +80.4% | -18.4% | +98.8% | +75.8% |
| All | +118.0% | -58.7% | +176.7% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling