+10.6%
TMO vs BN
+33.2%
-22.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.6% | -5.2% | +4.5% | +1.6% |
| 30D | +1.1% | -14.5% | +15.6% | +7.9% |
| 3M | +28.3% | -15.0% | +43.3% | +37.0% |
| 6M | +23.3% | -5.4% | +28.7% | +25.7% |
| YTD | +5.5% | -16.4% | +21.9% | +12.7% |
| 1Y | +24.5% | -16.2% | +40.8% | +32.4% |
| 3Y | +19.6% | +67.5% | -48.0% | -8.3% |
| All | +10.6% | +33.2% | -22.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling