+13,634.3%
TSM vs IBM
+841.3%
+12,793.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | +3.6% | +0.3% | +3.3% | +3.2% |
| 3M | -3.4% | -21.6% | +18.2% | +6.2% |
| 6M | +20.6% | -4.7% | +25.3% | +14.0% |
| YTD | +41.9% | -19.1% | +61.0% | +45.6% |
| 1Y | +84.4% | -2.5% | +86.9% | +66.3% |
| 3Y | +380.2% | +74.2% | +306.1% | +184.9% |
| 5Y | +275.3% | +113.1% | +162.2% | +90.0% |
| 10Y | +1,751.4% | +133.5% | +1,617.9% | +711.8% |
| All | +13,634.3% | +841.3% | +12,793.0% | +1,358.3% |
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 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