+12,377.6%
TSM vs IBM
+886.3%
+11,491.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.2% |
| 7D | -2.5% | -2.5% | 0.0% | -1.0% |
| 30D | -14.3% | +8.4% | -22.6% | -18.3% |
| 3M | -7.2% | +4.5% | -11.7% | -10.3% |
| 6M | -5.1% | +7.9% | -13.0% | -16.5% |
| YTD | +28.9% | -15.2% | +44.1% | +27.8% |
| 1Y | +37.1% | -17.6% | +54.7% | +38.2% |
| 3Y | +341.5% | +82.1% | +259.4% | +154.0% |
| 5Y | +245.7% | +143.3% | +102.4% | +60.9% |
| 10Y | +1,502.2% | +149.9% | +1,352.3% | +568.8% |
| All | +12,377.6% | +886.3% | +11,491.3% | +1,180.3% |
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