+25.8%
TMO vs B
+70.0%
-44.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | +6.2% | +9.4% | -3.2% | +5.2% |
| 3M | +27.5% | +5.0% | +22.5% | +26.8% |
| 6M | +20.0% | -3.5% | +23.5% | +19.9% |
| YTD | +6.1% | +4.5% | +1.7% | +6.0% |
| 1Y | +25.8% | +67.8% | -41.9% | +24.5% |
| All | +25.8% | +70.0% | -44.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling