+8,131.0%
TMO vs BAX
+844.7%
+7,286.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -0.5% | -5.1% | +4.6% | +1.2% |
| 30D | +1.0% | -12.2% | +13.2% | +5.3% |
| 3M | +22.7% | +21.8% | +0.9% | +14.4% |
| 6M | +19.0% | +36.3% | -17.3% | +6.5% |
| YTD | +4.7% | +27.8% | -23.1% | -5.3% |
| 1Y | +26.0% | -0.1% | +26.1% | +22.8% |
| 3Y | +18.0% | -33.3% | +51.3% | +27.6% |
| 5Y | +8.0% | -67.1% | +75.1% | +44.3% |
| 10Y | +333.8% | -36.9% | +370.7% | +374.7% |
| All | +8,131.0% | +844.7% | +7,286.4% | +4,504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling