+65.3%
T vs IBM
+129.3%
-64.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +7.6% | -1.5% | +9.1% | +8.0% |
| 3M | +15.3% | -16.8% | +32.1% | +19.5% |
| 6M | -8.5% | -9.0% | +0.6% | -9.0% |
| YTD | +6.8% | -20.1% | +26.8% | +9.9% |
| 1Y | -7.2% | -7.0% | -0.2% | -10.6% |
| 3Y | +108.2% | +72.4% | +35.9% | +47.2% |
| 5Y | +66.1% | +112.0% | -45.9% | +4.9% |
| 10Y | +65.3% | +131.6% | -66.2% | -6.8% |
| All | +65.3% | +129.3% | -64.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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