+72.4%
IBM vs TTMI
+857.4%
-785.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.2% |
| 7D | +0.3% | +12.2% | -11.9% | +0.2% |
| 30D | -1.5% | -5.7% | +4.2% | -1.5% |
| 3M | -16.8% | -27.5% | +10.7% | -16.2% |
| 6M | -9.0% | +47.1% | -56.2% | -14.6% |
| YTD | -20.1% | +87.5% | -107.5% | -27.7% |
| 1Y | -7.0% | +175.2% | -182.2% | -20.7% |
| 3Y | +72.4% | +901.9% | -829.6% | +21.6% |
| All | +72.4% | +857.4% | -785.1% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling