+1,872.1%
T vs IBM
+2,499.8%
-627.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +11.4% | +0.3% | +11.1% | +11.2% |
| 3M | +14.3% | -21.6% | +35.9% | +20.3% |
| 6M | -9.3% | -4.7% | -4.6% | -10.6% |
| YTD | +7.1% | -19.1% | +26.2% | +9.5% |
| 1Y | -9.1% | -2.5% | -6.6% | -12.4% |
| 3Y | +105.3% | +74.2% | +31.2% | +62.8% |
| 5Y | +66.8% | +113.1% | -46.3% | +23.8% |
| 10Y | +66.8% | +133.5% | -66.7% | +17.9% |
| All | +1,872.1% | +2,499.8% | -627.7% | +737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling