+4,082.7%
TMO vs ALL
+3,579.2%
+503.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.0% |
| 7D | +0.4% | -1.7% | +2.1% | +1.0% |
| 30D | +1.5% | -4.7% | +6.2% | +3.0% |
| 3M | +28.5% | +18.4% | +10.2% | +21.4% |
| 6M | +20.4% | +20.5% | -0.1% | +12.8% |
| YTD | +4.3% | +23.5% | -19.3% | -3.4% |
| 1Y | +24.1% | +29.0% | -4.9% | +13.1% |
| 3Y | +17.5% | +153.7% | -136.2% | -15.6% |
| 5Y | +6.8% | +114.8% | -108.0% | -20.6% |
| 10Y | +311.9% | +356.1% | -44.3% | +132.0% |
| All | +4,082.7% | +3,579.2% | +503.6% | +1,240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling