+292.4%
IBM vs TTMI
+504.4%
-212.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.8% | -1.0% |
| 7D | -0.3% | +5.9% | -6.2% | -1.1% |
| 30D | +0.3% | -4.3% | +4.6% | +0.5% |
| 3M | -21.6% | -32.0% | +10.4% | -19.2% |
| 6M | -4.7% | +19.5% | -24.2% | -10.6% |
| YTD | -19.1% | +82.0% | -101.1% | -29.1% |
| 1Y | -2.5% | +172.6% | -175.1% | -20.1% |
| 3Y | +74.2% | +744.7% | -670.5% | +18.6% |
| 5Y | +113.1% | +805.6% | -692.4% | +41.0% |
| 10Y | +133.5% | +1,057.6% | -924.1% | +44.5% |
| All | +292.4% | +504.4% | -212.0% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling