+1,726.2%
BE vs TMO
+19.5%
+1,706.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.3% |
| 7D | +9.0% | -0.6% | +9.7% | +9.2% |
| 30D | +16.3% | +1.1% | +15.1% | +15.7% |
| 3M | +10.8% | +28.3% | -17.5% | -0.4% |
| 6M | +73.2% | +23.3% | +49.9% | +57.6% |
| YTD | +217.4% | +5.5% | +211.9% | +210.1% |
| 1Y | +309.8% | +24.5% | +285.2% | +270.7% |
| 3Y | +1,726.2% | +19.6% | +1,706.6% | +1,502.7% |
| All | +1,726.2% | +19.5% | +1,706.7% | +1,502.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling