+328.6%
TMO vs BBY
+252.7%
+75.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.4% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +1.1% | +9.4% | -8.3% | -1.1% |
| 3M | +28.3% | +19.3% | +9.0% | +22.6% |
| 6M | +23.3% | +47.9% | -24.7% | +11.7% |
| YTD | +5.5% | +39.6% | -34.1% | -3.5% |
| 1Y | +24.5% | +22.2% | +2.4% | +17.2% |
| 3Y | +19.6% | +45.0% | -25.4% | +5.4% |
| 5Y | +8.1% | +2.6% | +5.5% | 0.0% |
| All | +328.6% | +252.7% | +75.9% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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