+19.6%
TMO vs BR
-5.3%
+24.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -3.0% | +2.3% | +0.4% |
| 30D | +1.1% | -0.3% | +1.4% | +1.2% |
| 3M | +28.3% | +17.3% | +11.0% | +20.1% |
| 6M | +23.3% | -6.7% | +30.0% | +25.7% |
| YTD | +5.5% | -23.4% | +28.9% | +16.6% |
| 1Y | +24.5% | -32.7% | +57.2% | +46.4% |
| 3Y | +19.6% | -5.9% | +25.5% | +14.4% |
| All | +19.6% | -5.3% | +24.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling