+9,412.3%
TMO vs B
+664.2%
+8,748.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.3% |
| 7D | +3.3% | -6.2% | +9.5% | +3.7% |
| 30D | +5.5% | -6.6% | +12.1% | +5.9% |
| 3M | +16.1% | -7.9% | +23.9% | +16.6% |
| 6M | +52.6% | -16.8% | +69.4% | +53.9% |
| YTD | +21.0% | -11.7% | +32.7% | +21.4% |
| 1Y | +19.4% | +3.5% | +15.9% | +18.5% |
| 3Y | +57.5% | +165.7% | -108.2% | +46.7% |
| 5Y | +11.7% | +108.4% | -96.7% | +5.0% |
| 10Y | +375.7% | +212.7% | +163.1% | +333.8% |
| All | +9,412.3% | +664.2% | +8,748.1% | +8,943.0% |
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 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