+9,422.9%
TMO vs COO
+5,381.5%
+4,041.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +4.0% | +14.2% | -10.1% | +2.7% |
| 3M | +17.6% | -18.2% | +35.8% | +19.6% |
| 6M | +57.3% | +5.3% | +51.9% | +56.1% |
| YTD | +21.2% | -23.6% | +44.7% | +23.9% |
| 1Y | +21.1% | -12.7% | +33.8% | +22.3% |
| 3Y | +58.8% | -24.2% | +83.0% | +61.9% |
| 5Y | +11.8% | -40.0% | +51.8% | +16.1% |
| 10Y | +376.2% | +41.6% | +334.7% | +363.2% |
| All | +9,422.9% | +5,381.5% | +4,041.4% | +7,828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling