+9,422.9%
TMO vs B
+659.1%
+8,763.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.8% | -7.3% | +8.1% | +1.3% |
| 30D | +4.0% | -3.3% | +7.4% | +4.2% |
| 3M | +17.6% | -7.8% | +25.4% | +18.1% |
| 6M | +57.3% | -15.5% | +72.8% | +58.5% |
| YTD | +21.2% | -12.3% | +33.4% | +21.6% |
| 1Y | +21.1% | +5.4% | +15.8% | +20.1% |
| 3Y | +58.8% | +165.5% | -106.7% | +48.0% |
| 5Y | +11.8% | +107.0% | -95.2% | +5.1% |
| 10Y | +376.2% | +210.6% | +165.7% | +334.4% |
| All | +9,422.9% | +659.1% | +8,763.8% | +8,956.9% |
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