+1,480.2%
TMO vs CAPR
-99.0%
+1,579.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.2% |
| 7D | +0.8% | +5.9% | -5.1% | +0.7% |
| 30D | +4.0% | +44.6% | -40.6% | +3.6% |
| 3M | +17.6% | +126.4% | -108.8% | +16.3% |
| 6M | +57.3% | -68.6% | +125.8% | +57.8% |
| YTD | +21.2% | -67.0% | +88.2% | +21.4% |
| 1Y | +21.1% | +65.2% | -44.0% | +16.9% |
| 3Y | +58.8% | +235.6% | -176.7% | +50.0% |
| 5Y | +11.8% | +175.4% | -163.6% | +5.2% |
| 10Y | +376.2% | -65.0% | +441.2% | +337.5% |
| All | +1,480.2% | -99.0% | +1,579.3% | +1,289.9% |
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