+1,831.4%
T vs TMO
+8,131.0%
-6,299.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +4.6% | +1.0% | +3.6% | +4.3% |
| 3M | +12.2% | +22.7% | -10.5% | +7.1% |
| 6M | -6.5% | +19.0% | -25.5% | -10.6% |
| YTD | +4.9% | +4.7% | +0.2% | +2.8% |
| 1Y | -10.5% | +26.0% | -36.5% | -16.1% |
| 3Y | +104.6% | +18.0% | +86.6% | +91.9% |
| 5Y | +64.2% | +8.0% | +56.2% | +54.8% |
| 10Y | +68.4% | +333.8% | -265.3% | +12.6% |
| All | +1,831.4% | +8,131.0% | -6,299.6% | +598.5% |
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