+8.0%
TMO vs D
+5.1%
+2.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | -0.5% | -0.4% | 0.0% | -0.3% |
| 30D | +1.0% | -2.1% | +3.1% | +1.6% |
| 3M | +22.7% | -0.7% | +23.5% | +22.9% |
| 6M | +19.0% | +5.6% | +13.4% | +16.7% |
| YTD | +4.7% | +14.6% | -9.8% | -0.2% |
| 1Y | +26.0% | +15.3% | +10.7% | +19.4% |
| 3Y | +18.0% | +59.1% | -41.1% | -1.9% |
| 5Y | +8.0% | +3.9% | +4.1% | +7.8% |
| All | +8.0% | +5.1% | +2.9% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling