+80.4%
IBM vs TT
+89.7%
-9.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.2% |
| 7D | -5.0% | -2.0% | -3.0% | -4.7% |
| 30D | +11.1% | -14.0% | +25.1% | +13.5% |
| 3M | +5.7% | -15.9% | +21.6% | +8.3% |
| 6M | +10.1% | -17.3% | +27.4% | +12.6% |
| YTD | -15.6% | +4.0% | -19.6% | -19.6% |
| 1Y | -19.5% | -7.1% | -12.4% | -20.8% |
| 3Y | +80.4% | +90.2% | -9.8% | +43.3% |
| All | +80.4% | +89.7% | -9.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling