+1,044.0%
C vs TMO
+9,422.9%
-8,378.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +4.2% | +0.8% | +3.4% | +3.7% |
| 30D | +2.0% | +4.0% | -2.0% | -0.1% |
| 3M | -10.1% | +17.6% | -27.7% | -17.6% |
| 6M | +1.0% | +57.3% | -56.3% | -20.9% |
| YTD | +8.5% | +21.2% | -12.7% | -3.6% |
| 1Y | +25.7% | +21.1% | +4.6% | +11.7% |
| 3Y | +216.0% | +58.8% | +157.2% | +137.7% |
| 5Y | +112.3% | +11.8% | +100.5% | +86.7% |
| 10Y | +217.8% | +376.2% | -158.4% | +23.1% |
| All | +1,044.0% | +9,422.9% | -8,378.9% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling