+328.6%
TMO vs B
+210.7%
+117.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -2.4% | +1.7% | -0.4% |
| 30D | +1.1% | +6.3% | -5.2% | +0.4% |
| 3M | +28.3% | +12.1% | +16.2% | +26.4% |
| 6M | +23.3% | -3.1% | +26.4% | +23.0% |
| YTD | +5.5% | +2.0% | +3.5% | +4.5% |
| 1Y | +24.5% | +51.7% | -27.1% | +17.7% |
| 3Y | +19.6% | +190.5% | -170.9% | +3.8% |
| 5Y | +8.1% | +158.0% | -149.9% | -6.0% |
| All | +328.6% | +210.7% | +117.9% | +277.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling