+386.6%
TMO vs D
+48.0%
+338.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | +4.0% | +7.7% | -3.7% | +1.2% |
| 3M | +17.6% | -0.3% | +17.9% | +17.4% |
| 6M | +57.3% | +10.1% | +47.2% | +51.3% |
| YTD | +21.2% | +19.1% | +2.1% | +12.7% |
| 1Y | +21.1% | +15.9% | +5.2% | +13.6% |
| 3Y | +58.8% | +75.0% | -16.2% | +25.2% |
| 5Y | +11.8% | +13.4% | -1.6% | +3.6% |
| All | +386.6% | +48.0% | +338.6% | +325.2% |
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