+9.5%
IBM vs TSLL
-38.5%
+47.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -21.9% | +19.1% | -2.2% |
| 7D | -4.3% | -28.9% | +24.6% | -3.6% |
| 30D | +11.7% | -21.4% | +33.1% | +12.2% |
| 3M | +5.5% | +5.0% | +0.5% | +5.9% |
| 6M | +9.5% | -36.6% | +46.0% | +12.8% |
| All | +9.5% | -38.5% | +47.9% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling