-18.7%
IBM vs TTMI
+14.9%
-33.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.0% | -7.4% | +1.9% |
| 7D | -1.7% | +7.2% | -9.0% | -1.3% |
| 30D | +10.1% | -28.7% | +38.8% | +8.2% |
| 3M | +4.8% | -39.8% | +44.6% | +2.0% |
| 6M | +12.6% | -51.7% | +64.3% | +7.9% |
| YTD | -13.9% | +14.1% | -28.0% | -21.7% |
| 1Y | -18.7% | +16.0% | -34.7% | -26.8% |
| All | -18.7% | +14.9% | -33.6% | -26.8% |
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