+6.0%
TSLA vs IBM
-3.9%
+9.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.4% |
| 7D | +3.0% | +3.6% | -0.5% | +2.7% |
| 30D | +11.2% | +1.5% | +9.6% | +11.0% |
| 3M | -7.3% | -12.9% | +5.6% | -6.7% |
| 6M | -7.7% | -3.9% | -3.8% | -8.5% |
| YTD | -18.2% | -17.3% | -0.9% | -18.3% |
| 1Y | +6.0% | -5.0% | +11.0% | +22.1% |
| All | +6.0% | -3.9% | +9.9% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling