+1,163.5%
C vs TMO
+8,241.0%
-7,077.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.1% |
| 7D | +3.6% | -1.4% | +5.0% | +4.3% |
| 30D | +0.1% | +6.2% | -6.2% | -3.2% |
| 3M | +2.4% | +27.5% | -25.0% | -10.3% |
| 6M | +24.9% | +20.0% | +5.0% | +12.1% |
| YTD | +19.8% | +6.1% | +13.7% | +14.1% |
| 1Y | +44.9% | +25.8% | +19.0% | +25.3% |
| 3Y | +263.0% | +11.2% | +251.8% | +227.9% |
| 5Y | +129.5% | +9.6% | +120.0% | +103.5% |
| 10Y | +291.6% | +317.8% | -26.2% | +62.3% |
| All | +1,163.5% | +8,241.0% | -7,077.4% | +34.1% |
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