+265.7%
TSM vs IBM
+148.7%
+116.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +6.2% | +1.6% | +4.6% | +5.8% |
| 30D | -7.3% | +9.2% | -16.5% | -9.1% |
| 3M | -7.1% | +4.9% | -12.1% | -8.3% |
| 6M | +0.2% | +16.8% | -16.5% | -7.9% |
| YTD | +32.2% | -14.3% | +46.5% | +34.3% |
| 1Y | +42.8% | -16.7% | +59.5% | +46.7% |
| 3Y | +330.4% | +82.2% | +248.2% | +196.5% |
| All | +265.7% | +148.7% | +116.9% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling