-13.3%
IBM vs TTMI
+9.6%
-22.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.1% | +11.8% | +1.1% |
| 7D | +0.4% | -19.2% | +19.6% | -0.7% |
| 30D | +14.8% | -44.9% | +59.7% | +10.9% |
| 3M | +8.9% | -44.7% | +53.7% | +5.5% |
| 6M | +12.4% | -53.4% | +65.8% | +7.4% |
| YTD | -12.4% | +6.3% | -18.7% | -20.7% |
| 1Y | -13.3% | +10.7% | -24.0% | -22.5% |
| All | -13.3% | +9.6% | -22.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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