+36.0%
TSM vs IBM
-13.0%
+49.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -10.0% | +0.4% | -10.4% | -10.0% |
| 30D | -18.5% | +14.8% | -33.3% | -18.8% |
| 3M | -4.9% | +8.9% | -13.8% | -5.1% |
| 6M | -1.0% | +12.4% | -13.4% | -1.2% |
| YTD | +31.3% | -12.4% | +43.6% | +35.2% |
| 1Y | +36.0% | -13.3% | +49.3% | +40.6% |
| All | +36.0% | -13.0% | +49.0% | +40.6% |
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