-13.3%
IBM vs TT
-6.5%
-6.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.5% |
| 7D | +0.4% | -8.5% | +8.9% | -0.4% |
| 30D | +14.8% | -12.8% | +27.6% | +13.3% |
| 3M | +8.9% | -12.9% | +21.8% | +7.6% |
| 6M | +12.4% | -15.2% | +27.7% | +11.0% |
| YTD | -12.4% | +6.2% | -18.6% | -18.9% |
| 1Y | -13.3% | -4.5% | -8.7% | -15.8% |
| All | -13.3% | -6.5% | -6.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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