+1,479.7%
TMO vs BUD
+198.8%
+1,280.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +0.4% | +0.8% | -0.3% | +0.2% |
| 30D | +1.5% | -4.8% | +6.3% | +3.0% |
| 3M | +28.5% | +1.4% | +27.2% | +27.7% |
| 6M | +20.4% | +9.9% | +10.5% | +16.3% |
| YTD | +4.3% | +26.3% | -22.1% | -3.8% |
| 1Y | +24.1% | +36.1% | -12.0% | +11.7% |
| 3Y | +17.5% | +48.6% | -31.1% | +1.5% |
| 5Y | +6.8% | +45.0% | -38.2% | -8.5% |
| 10Y | +311.9% | -23.1% | +335.0% | +328.7% |
| All | +1,479.7% | +198.8% | +1,280.9% | +807.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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