+52.6%
TMO vs B
-17.7%
+70.3%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.1% |
| 7D | +3.3% | -6.2% | +9.5% | +4.3% |
| 30D | +5.5% | -6.6% | +12.1% | +6.5% |
| 3M | +16.1% | -7.9% | +23.9% | +17.6% |
| 6M | +52.6% | -16.8% | +69.4% | +61.2% |
| All | +52.6% | -17.7% | +70.3% | +61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling