+147.3%
IBM vs TTMI
+394.2%
-246.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | +1.6% | +11.4% | -9.8% | +0.1% |
| 30D | +9.2% | -28.3% | +37.5% | +12.2% |
| 3M | +4.9% | -46.7% | +51.6% | +11.1% |
| 6M | +16.8% | -56.1% | +72.9% | +24.2% |
| YTD | -14.3% | +7.4% | -21.6% | -25.2% |
| 1Y | -16.7% | +17.4% | -34.1% | -29.2% |
| 3Y | +82.2% | +429.1% | -346.9% | +6.0% |
| 5Y | +149.9% | +418.8% | -268.8% | +40.3% |
| All | +147.3% | +394.2% | -246.9% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling