+79.6%
TSM vs IBM
-4.2%
+83.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.4% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +4.5% | -1.5% | +6.0% | +4.6% |
| 3M | +3.1% | -16.8% | +19.9% | +4.4% |
| 6M | +30.2% | -9.0% | +39.2% | +31.3% |
| YTD | +45.2% | -20.1% | +65.3% | +49.8% |
| 1Y | +79.6% | -7.0% | +86.6% | +85.3% |
| All | +79.6% | -4.2% | +83.8% | +85.3% |
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