+3,185.2%
TMO vs BG
+1,169.9%
+2,015.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.5% |
| 7D | -0.6% | +3.1% | -3.8% | -1.4% |
| 30D | +1.1% | +10.2% | -9.1% | -1.3% |
| 3M | +28.3% | -1.7% | +30.0% | +28.1% |
| 6M | +23.3% | +1.0% | +22.3% | +21.9% |
| YTD | +5.5% | +39.9% | -34.5% | -3.8% |
| 1Y | +24.5% | +53.2% | -28.7% | +10.9% |
| 3Y | +19.6% | +16.3% | +3.3% | +12.1% |
| 5Y | +8.1% | +83.9% | -75.7% | -11.1% |
| 10Y | +336.7% | +165.1% | +171.6% | +207.3% |
| All | +3,185.2% | +1,169.9% | +2,015.3% | +1,538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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