+328.6%
TMO vs BKR
+125.3%
+203.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -7.0% | +6.3% | +0.3% |
| 30D | +1.1% | -8.1% | +9.3% | +2.2% |
| 3M | +28.3% | -6.6% | +35.0% | +29.2% |
| 6M | +23.3% | +0.9% | +22.4% | +22.3% |
| YTD | +5.5% | +31.1% | -25.6% | +0.6% |
| 1Y | +24.5% | +27.7% | -3.2% | +19.1% |
| 3Y | +19.6% | +71.2% | -51.7% | +9.1% |
| 5Y | +8.1% | +177.6% | -169.5% | -8.3% |
| All | +328.6% | +125.3% | +203.3% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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