+311.3%
IBM vs TTMI
+247.6%
+63.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.6% |
| 7D | -1.5% | -11.5% | +10.0% | -0.4% |
| 30D | +8.4% | -40.3% | +48.7% | +14.0% |
| 3M | +4.2% | -44.5% | +48.7% | +9.9% |
| 6M | +7.9% | -54.1% | +62.0% | +14.2% |
| YTD | -15.2% | +4.7% | -19.9% | -21.7% |
| 1Y | -18.7% | +3.3% | -22.1% | -25.3% |
| 3Y | +79.2% | +407.2% | -328.0% | +28.1% |
| 5Y | +144.7% | +406.5% | -261.8% | +71.3% |
| 10Y | +141.6% | +420.4% | -278.8% | +63.0% |
| All | +311.3% | +247.6% | +63.7% | +98.4% |
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