+17.5%
TMO vs BIYA
-99.8%
+117.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.4% |
| 7D | -0.5% | +2.7% | -3.2% | -0.5% |
| 30D | +1.0% | -16.7% | +17.7% | +1.0% |
| 3M | +22.7% | -74.6% | +97.3% | +23.3% |
| 6M | +19.0% | -85.4% | +104.4% | +19.5% |
| YTD | +4.7% | -94.2% | +98.9% | +5.2% |
| 1Y | +26.0% | -98.6% | +124.6% | +28.1% |
| All | +17.5% | -99.8% | +117.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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