+8,187.2%
TMO vs BBY
+76,035.1%
-67,848.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | +1.1% | +9.4% | -8.3% | -0.3% |
| 3M | +28.3% | +19.3% | +9.0% | +24.8% |
| 6M | +23.3% | +47.9% | -24.7% | +16.0% |
| YTD | +5.5% | +39.6% | -34.1% | -0.1% |
| 1Y | +24.5% | +22.2% | +2.4% | +20.1% |
| 3Y | +19.6% | +45.0% | -25.4% | +11.0% |
| 5Y | +8.1% | +2.6% | +5.5% | +3.9% |
| 10Y | +336.7% | +250.5% | +86.2% | +245.3% |
| All | +8,187.2% | +76,035.1% | -67,848.0% | +3,124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling