+109.0%
IBM vs TSLL
-57.4%
+166.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.8% | +11.9% | +0.5% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | +0.3% | +17.8% | -17.5% | -0.4% |
| 3M | -21.6% | -37.0% | +15.4% | -20.8% |
| 6M | -4.7% | -37.7% | +33.0% | -4.0% |
| YTD | -19.1% | -51.4% | +32.3% | -17.9% |
| 1Y | -2.5% | -23.4% | +20.9% | -3.1% |
| 3Y | +74.2% | -30.8% | +104.9% | +70.6% |
| All | +109.0% | -57.4% | +166.4% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling