+1,259.8%
TMO vs CAPR
-99.1%
+1,358.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -1.7% |
| 7D | +0.4% | -9.5% | +9.9% | +0.5% |
| 30D | +1.5% | +121.5% | -120.0% | +0.5% |
| 3M | +28.5% | -65.4% | +93.9% | +29.0% |
| 6M | +20.4% | -67.5% | +87.9% | +20.8% |
| YTD | +4.3% | -68.6% | +72.9% | +4.7% |
| 1Y | +24.1% | +42.7% | -18.6% | +20.0% |
| 3Y | +17.5% | +43.4% | -25.9% | +12.0% |
| 5Y | +6.8% | +86.0% | -79.2% | +1.0% |
| 10Y | +311.9% | -77.4% | +389.3% | +280.0% |
| All | +1,259.8% | -99.1% | +1,358.9% | +1,098.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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