+1,672.6%
TSM vs IBM
+140.2%
+1,532.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | +14.8% | -0.3% | +15.1% | +15.0% |
| 30D | -8.9% | +6.8% | -15.7% | -10.9% |
| 3M | -5.3% | +4.4% | -9.7% | -7.0% |
| 6M | +2.6% | +13.2% | -10.6% | -6.8% |
| YTD | +34.5% | -15.1% | +49.6% | +35.7% |
| 1Y | +41.0% | -20.2% | +61.2% | +46.3% |
| 3Y | +333.1% | +79.3% | +253.8% | +198.8% |
| 5Y | +270.1% | +147.5% | +122.6% | +117.0% |
| All | +1,672.6% | +140.2% | +1,532.5% | +861.7% |
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 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