+328.6%
TMO vs BP
+137.7%
+190.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | +5.2% | -5.9% | -1.4% |
| 30D | +1.1% | +8.7% | -7.6% | -0.2% |
| 3M | +28.3% | +9.3% | +19.0% | +26.4% |
| 6M | +23.3% | +13.6% | +9.7% | +20.2% |
| YTD | +5.5% | +37.7% | -32.2% | -0.7% |
| 1Y | +24.5% | +40.6% | -16.1% | +16.8% |
| 3Y | +19.6% | +40.3% | -20.8% | +11.0% |
| 5Y | +8.1% | +141.4% | -133.3% | -8.6% |
| All | +328.6% | +137.7% | +190.9% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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