+328.6%
TMO vs BB
+1.6%
+327.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -0.6% | -0.4% | -0.3% | -0.6% |
| 30D | +1.1% | -12.5% | +13.7% | +2.3% |
| 3M | +28.3% | -17.4% | +45.8% | +29.6% |
| 6M | +23.3% | +119.1% | -95.9% | +12.2% |
| YTD | +5.5% | +102.4% | -96.9% | -3.3% |
| 1Y | +24.5% | +98.2% | -73.6% | +13.9% |
| 3Y | +19.6% | +46.9% | -27.4% | +9.3% |
| 5Y | +8.1% | -26.4% | +34.5% | +1.8% |
| All | +328.6% | +1.6% | +327.0% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling