+19.6%
TMO vs BAX
-35.4%
+54.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | -0.6% | -7.9% | +7.2% | +1.7% |
| 30D | +1.1% | -11.7% | +12.8% | +4.8% |
| 3M | +28.3% | +16.2% | +12.1% | +22.0% |
| 6M | +23.3% | +32.0% | -8.7% | +12.4% |
| YTD | +5.5% | +24.7% | -19.3% | -3.4% |
| 1Y | +24.5% | -2.6% | +27.2% | +22.9% |
| 3Y | +19.6% | -35.0% | +54.5% | +28.5% |
| All | +19.6% | -35.4% | +54.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling