+2,413.6%
IBM vs TT
+16,138.6%
-13,725.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +0.3% | -7.4% | +7.7% | +2.5% |
| 3M | -21.6% | -3.2% | -18.4% | -21.4% |
| 6M | -4.7% | +1.1% | -5.8% | -6.2% |
| YTD | -19.1% | +15.6% | -34.7% | -23.7% |
| 1Y | -2.5% | +9.2% | -11.7% | -6.6% |
| 3Y | +74.2% | +124.4% | -50.2% | +32.5% |
| 5Y | +113.1% | +138.0% | -24.9% | +56.6% |
| 10Y | +133.5% | +886.4% | -752.8% | +11.6% |
| All | +2,413.6% | +16,138.6% | -13,725.0% | +413.9% |
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