+33,829.3%
HD vs TMO
+9,422.9%
+24,406.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +18.0% | +4.0% | +14.0% | +16.1% |
| 3M | +2.8% | +17.6% | -14.8% | -3.6% |
| 6M | +17.0% | +57.3% | -40.3% | -1.9% |
| YTD | +3.5% | +21.2% | -17.6% | -4.9% |
| 1Y | -2.6% | +21.1% | -23.7% | -10.6% |
| 3Y | +30.7% | +58.8% | -28.1% | +6.2% |
| 5Y | +6.2% | +11.8% | -5.6% | -2.9% |
| 10Y | +242.7% | +376.2% | -133.5% | +80.3% |
| All | +33,829.3% | +9,422.9% | +24,406.4% | +5,130.5% |
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 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