+2,521.8%
IBM vs TT
+14,465.8%
-11,944.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.5% |
| 7D | -5.0% | -2.0% | -3.0% | -4.5% |
| 30D | +11.1% | -14.0% | +25.1% | +15.8% |
| 3M | +5.7% | -15.9% | +21.6% | +10.6% |
| 6M | +10.1% | -17.3% | +27.4% | +14.9% |
| YTD | -15.6% | +4.0% | -19.6% | -18.2% |
| 1Y | -19.5% | -7.1% | -12.4% | -19.4% |
| 3Y | +80.4% | +90.2% | -9.8% | +44.1% |
| 5Y | +140.0% | +131.1% | +8.9% | +77.3% |
| 10Y | +155.0% | +777.7% | -622.8% | +25.7% |
| All | +2,521.8% | +14,465.8% | -11,944.0% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling