-20.2%
IBM vs TT
+0.9%
-21.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.3% | +8.1% | -8.4% | +0.4% |
| 30D | +6.8% | -11.3% | +18.0% | +5.5% |
| 3M | +4.4% | -11.2% | +15.6% | +3.3% |
| 6M | +13.2% | -8.9% | +22.1% | +11.6% |
| YTD | -15.1% | +9.7% | -24.9% | -21.8% |
| 1Y | -20.2% | +1.3% | -21.4% | -23.5% |
| All | -20.2% | +0.9% | -21.1% | -23.5% |
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