+115.5%
IBM vs TT
+140.2%
-24.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | -7.2% | +7.4% | +1.7% |
| 3M | -21.6% | -3.0% | -18.6% | -21.6% |
| 6M | -4.7% | +1.4% | -6.0% | -6.3% |
| YTD | -19.1% | +15.9% | -35.0% | -23.4% |
| 1Y | -2.5% | +9.4% | -11.9% | -6.4% |
| 3Y | +74.2% | +124.4% | -50.2% | +38.1% |
| All | +115.5% | +140.2% | -24.7% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling