+1,003.0%
BE vs TMO
+175.7%
+827.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +5.9% |
| 7D | +9.0% | -0.6% | +9.7% | +9.4% |
| 30D | +16.3% | +1.1% | +15.1% | +15.0% |
| 3M | +10.8% | +28.3% | -17.5% | -9.3% |
| 6M | +73.2% | +23.3% | +49.9% | +43.6% |
| YTD | +217.4% | +5.5% | +211.9% | +196.4% |
| 1Y | +309.8% | +24.5% | +285.2% | +236.8% |
| 3Y | +1,726.2% | +19.6% | +1,706.6% | +1,373.8% |
| 5Y | +1,306.2% | +8.1% | +1,298.0% | +1,132.6% |
| All | +1,003.0% | +175.7% | +827.3% | +399.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling