+292.4%
C vs TMO
+338.2%
-45.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +0.9% | +1.1% | -0.2% | +0.2% |
| 3M | +1.1% | +28.3% | -27.3% | -9.7% |
| 6M | +28.4% | +23.3% | +5.1% | +16.2% |
| YTD | +20.8% | +5.5% | +15.3% | +16.6% |
| 1Y | +43.4% | +24.5% | +18.9% | +27.9% |
| 3Y | +274.9% | +19.6% | +255.3% | +234.6% |
| 5Y | +136.7% | +8.1% | +128.6% | +115.7% |
| All | +292.4% | +338.2% | -45.8% | +82.5% |
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