-19.5%
IBM vs TSLL
-57.5%
+37.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.6% | -9.5% | -1.4% |
| 7D | -5.0% | -21.2% | +16.2% | -3.7% |
| 30D | +11.1% | -13.3% | +24.4% | +11.7% |
| 3M | +5.7% | +15.4% | -9.7% | +4.2% |
| 6M | +10.1% | -34.2% | +44.3% | +10.0% |
| YTD | -15.6% | -52.9% | +37.3% | -14.4% |
| 1Y | -19.5% | -54.3% | +34.8% | -19.1% |
| All | -19.5% | -57.5% | +37.9% | -19.1% |
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