+8,131.0%
TMO vs BP
+1,388.4%
+6,742.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | 0.0% |
| 7D | -0.5% | +4.0% | -4.5% | -1.5% |
| 30D | +1.0% | +7.8% | -6.8% | -1.2% |
| 3M | +22.7% | +8.4% | +14.3% | +19.5% |
| 6M | +19.0% | +15.1% | +3.9% | +13.3% |
| YTD | +4.7% | +36.4% | -31.7% | -5.3% |
| 1Y | +26.0% | +40.9% | -14.9% | +12.7% |
| 3Y | +18.0% | +38.8% | -20.9% | +4.4% |
| 5Y | +8.0% | +141.1% | -133.1% | -20.6% |
| 10Y | +333.8% | +133.9% | +199.9% | +196.5% |
| All | +8,131.0% | +1,388.4% | +6,742.6% | +3,580.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling