+30,424.6%
HD vs TMO
+8,094.7%
+22,329.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.1% | +1.5% | -12.7% | -11.7% |
| 3M | +2.0% | +28.5% | -26.5% | -7.3% |
| 6M | -10.5% | +20.4% | -30.8% | -17.0% |
| YTD | -6.9% | +4.3% | -11.1% | -9.2% |
| 1Y | -23.2% | +24.1% | -47.3% | -30.2% |
| 3Y | +3.1% | +17.5% | -14.4% | -6.0% |
| 5Y | +7.4% | +6.8% | +0.6% | +0.1% |
| 10Y | +205.0% | +311.9% | -106.9% | +69.9% |
| All | +30,424.6% | +8,094.7% | +22,329.9% | +4,894.9% |
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