+328.6%
TMO vs COO
+17.0%
+311.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.6% | -22.5% | +21.9% | +9.8% |
| 30D | +1.1% | -29.7% | +30.9% | +16.5% |
| 3M | +28.3% | -20.1% | +48.5% | +39.7% |
| 6M | +23.3% | -26.9% | +50.2% | +39.2% |
| YTD | +5.5% | -34.2% | +39.7% | +24.4% |
| 1Y | +24.5% | -21.3% | +45.8% | +35.4% |
| 3Y | +19.6% | -38.7% | +58.2% | +40.1% |
| 5Y | +8.1% | -52.2% | +60.3% | +38.2% |
| All | +328.6% | +17.0% | +311.6% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling