+121.4%
IBM vs TSLL
-51.4%
+172.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.1% |
| 7D | +1.6% | +17.8% | -16.3% | +0.9% |
| 30D | +9.2% | +8.2% | +1.0% | +8.7% |
| 3M | +4.9% | +20.9% | -15.9% | +3.8% |
| 6M | +16.8% | -37.5% | +54.3% | +17.6% |
| YTD | -14.3% | -44.5% | +30.2% | -13.7% |
| 1Y | -16.7% | -33.0% | +16.2% | -16.8% |
| 3Y | +82.2% | -6.4% | +88.6% | +76.6% |
| All | +121.4% | -51.4% | +172.8% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling