+8,131.0%
TMO vs BBWI
+930.0%
+7,201.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +1.6% |
| 7D | -0.5% | -4.4% | +4.0% | +0.3% |
| 30D | +1.0% | -7.4% | +8.4% | +2.1% |
| 3M | +22.7% | -2.2% | +24.9% | +22.2% |
| 6M | +19.0% | -16.3% | +35.3% | +21.2% |
| YTD | +4.7% | -9.1% | +13.9% | +4.5% |
| 1Y | +26.0% | -34.5% | +60.5% | +32.1% |
| 3Y | +18.0% | -47.0% | +65.0% | +24.1% |
| 5Y | +8.0% | -68.8% | +76.8% | +21.0% |
| 10Y | +333.8% | -57.4% | +391.1% | +294.6% |
| All | +8,131.0% | +930.0% | +7,201.1% | +3,042.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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