+8,131.0%
TMO vs BEN
+4,825.3%
+3,305.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.9% |
| 7D | -0.5% | +3.4% | -3.8% | -1.5% |
| 30D | +1.0% | +1.8% | -0.8% | +0.4% |
| 3M | +22.7% | +8.4% | +14.3% | +19.2% |
| 6M | +19.0% | +35.6% | -16.6% | +7.3% |
| YTD | +4.7% | +46.4% | -41.6% | -8.0% |
| 1Y | +26.0% | +46.3% | -20.3% | +10.4% |
| 3Y | +18.0% | +54.6% | -36.6% | -0.5% |
| 5Y | +8.0% | +39.4% | -31.4% | -8.0% |
| 10Y | +333.8% | +57.6% | +276.2% | +228.4% |
| All | +8,131.0% | +4,825.3% | +3,305.7% | +2,535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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