+328.6%
TMO vs ALL
+365.1%
-36.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -0.6% | -2.3% | +1.6% | 0.0% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +28.3% | +16.0% | +12.3% | +22.6% |
| 6M | +23.3% | +24.6% | -1.3% | +15.1% |
| YTD | +5.5% | +23.7% | -18.2% | -1.7% |
| 1Y | +24.5% | +27.7% | -3.2% | +14.8% |
| 3Y | +19.6% | +150.2% | -130.7% | -13.0% |
| 5Y | +8.1% | +117.1% | -109.0% | -19.0% |
| All | +328.6% | +365.1% | -36.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling