+119.1%
IBM vs TSLL
-53.8%
+172.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -1.5% | -11.0% | +9.5% | -1.2% |
| 30D | +8.4% | -5.3% | +13.7% | +8.4% |
| 3M | +4.2% | +20.8% | -16.6% | +3.1% |
| 6M | +7.9% | -36.0% | +43.9% | +8.6% |
| YTD | -15.2% | -47.3% | +32.1% | -14.4% |
| 1Y | -18.7% | -48.4% | +29.7% | -18.1% |
| 3Y | +79.2% | -5.4% | +84.6% | +73.7% |
| All | +119.1% | -53.8% | +172.9% | +128.5% |
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 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