+11,954.4%
TSM vs IBM
+881.9%
+11,072.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.8% |
| 7D | -7.6% | -5.0% | -2.6% | -4.7% |
| 30D | -20.5% | +11.1% | -31.6% | -25.4% |
| 3M | -10.0% | +5.7% | -15.7% | -13.6% |
| 6M | -10.1% | +10.1% | -20.2% | -21.9% |
| YTD | +24.5% | -15.6% | +40.1% | +23.8% |
| 1Y | +31.2% | -19.5% | +50.7% | +34.3% |
| 3Y | +322.0% | +80.4% | +241.6% | +144.2% |
| 5Y | +245.3% | +140.0% | +105.3% | +62.1% |
| 10Y | +1,465.8% | +155.0% | +1,310.9% | +544.0% |
| All | +11,954.4% | +881.9% | +11,072.5% | +1,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling