+144.5%
IBM vs TTMI
+1,044.1%
-899.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +3.9% |
| 7D | +3.6% | +7.5% | -3.9% | +2.5% |
| 30D | +1.5% | -4.5% | +6.0% | +1.7% |
| 3M | -12.9% | -28.5% | +15.6% | -10.7% |
| 6M | -3.9% | +28.4% | -32.3% | -12.7% |
| YTD | -17.3% | +80.1% | -97.4% | -30.8% |
| 1Y | -5.0% | +161.0% | -166.0% | -27.4% |
| 3Y | +78.2% | +862.4% | -784.2% | -1.6% |
| 5Y | +120.6% | +812.9% | -692.3% | +18.9% |
| 10Y | +144.5% | +1,094.7% | -950.2% | +18.6% |
| All | +144.5% | +1,044.1% | -899.6% | +18.6% |
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