+131.2%
TLT vs TMO
+3,738.9%
-3,607.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | +1.5% | -1.8% | -0.1% |
| 3M | -1.7% | +28.5% | -30.3% | +0.8% |
| 6M | -4.9% | +20.4% | -25.3% | -3.0% |
| YTD | -2.8% | +4.3% | -7.1% | -2.2% |
| 1Y | -4.2% | +24.1% | -28.3% | -1.7% |
| 3Y | -1.1% | +17.5% | -18.6% | +1.3% |
| 5Y | -33.7% | +6.8% | -40.5% | -32.4% |
| 10Y | -20.7% | +311.9% | -332.6% | +2.1% |
| All | +131.2% | +3,738.9% | -3,607.7% | +333.8% |
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