+323.9%
TMO vs D
+38.3%
+285.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.5% | -1.6% | -0.8% | -1.9% |
| 30D | -0.3% | -3.5% | +3.2% | +0.9% |
| 3M | +25.3% | -1.6% | +26.8% | +25.9% |
| 6M | +20.9% | +5.8% | +15.1% | +17.9% |
| YTD | +4.3% | +14.5% | -10.2% | -1.4% |
| 1Y | +27.0% | +14.2% | +12.9% | +19.9% |
| 3Y | +17.5% | +59.0% | -41.5% | -3.9% |
| 5Y | +6.9% | +5.4% | +1.6% | +1.9% |
| All | +323.9% | +38.3% | +285.7% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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