+4,555.8%
TMO vs BB
+261.2%
+4,294.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | +1.0% | -12.2% | +13.2% | +2.3% |
| 3M | +22.7% | -12.3% | +35.0% | +23.4% |
| 6M | +19.0% | +122.7% | -103.7% | +7.2% |
| YTD | +4.7% | +104.5% | -99.7% | -4.8% |
| 1Y | +26.0% | +106.7% | -80.7% | +13.9% |
| 3Y | +18.0% | +70.0% | -52.0% | +5.3% |
| 5Y | +8.0% | -27.8% | +35.8% | +3.0% |
| 10Y | +333.8% | +2.4% | +331.4% | +253.5% |
| All | +4,555.8% | +261.2% | +4,294.6% | +2,645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling