+1,753.6%
TSM vs IBM
+129.3%
+1,624.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.8% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +4.5% | -1.5% | +6.0% | +5.0% |
| 3M | +3.1% | -16.8% | +19.9% | +7.1% |
| 6M | +30.2% | -9.0% | +39.2% | +28.7% |
| YTD | +45.2% | -20.1% | +65.3% | +49.9% |
| 1Y | +79.6% | -7.0% | +86.6% | +72.0% |
| 3Y | +411.0% | +72.4% | +338.6% | +256.9% |
| 5Y | +290.7% | +112.0% | +178.7% | +143.9% |
| 10Y | +1,753.6% | +131.6% | +1,622.0% | +964.7% |
| All | +1,753.6% | +129.3% | +1,624.3% | +964.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling