+8,094.7%
TMO vs COO
+5,822.5%
+2,272.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.5% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +1.5% | -8.8% | +10.3% | +2.4% |
| 3M | +28.5% | +1.3% | +27.2% | +28.4% |
| 6M | +20.4% | -11.6% | +31.9% | +21.7% |
| YTD | +4.3% | -17.4% | +21.7% | +6.1% |
| 1Y | +24.1% | -1.6% | +25.7% | +24.2% |
| 3Y | +17.5% | -22.6% | +40.1% | +19.7% |
| 5Y | +6.8% | -40.3% | +47.1% | +11.1% |
| 10Y | +311.9% | +45.2% | +266.7% | +300.0% |
| All | +8,094.7% | +5,822.5% | +2,272.3% | +6,688.7% |
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