+8,241.0%
TMO vs B
+803.7%
+7,437.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.3% |
| 30D | +6.2% | +9.4% | -3.2% | +5.6% |
| 3M | +27.5% | +5.0% | +22.5% | +26.9% |
| 6M | +20.0% | -3.5% | +23.5% | +19.9% |
| YTD | +6.1% | +4.5% | +1.7% | +5.4% |
| 1Y | +25.8% | +67.8% | -41.9% | +21.2% |
| 3Y | +11.2% | +196.7% | -185.5% | +2.9% |
| 5Y | +9.6% | +151.9% | -142.4% | +1.8% |
| 10Y | +317.8% | +202.2% | +115.6% | +280.4% |
| All | +8,241.0% | +803.7% | +7,437.2% | +7,752.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling