+8.0%
TMO vs B
+154.7%
-146.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +1.0% | +9.5% | -8.5% | -0.2% |
| 3M | +22.7% | +14.3% | +8.4% | +20.2% |
| 6M | +19.0% | -1.9% | +20.9% | +18.6% |
| YTD | +4.7% | +4.1% | +0.7% | +3.3% |
| 1Y | +26.0% | +56.1% | -30.1% | +17.1% |
| 3Y | +18.0% | +202.0% | -184.0% | -2.5% |
| 5Y | +8.0% | +158.8% | -150.8% | -10.0% |
| All | +8.0% | +154.7% | -146.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling