+9,422.9%
TMO vs D
+2,415.1%
+7,007.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | +17.6% | -0.3% | +17.9% | +17.3% |
| 6M | +57.3% | +10.1% | +47.2% | +50.6% |
| YTD | +21.2% | +19.1% | +2.1% | +12.0% |
| 1Y | +21.1% | +15.9% | +5.2% | +13.0% |
| 3Y | +58.8% | +75.0% | -16.2% | +24.0% |
| 5Y | +11.8% | +13.4% | -1.6% | +2.4% |
| 10Y | +376.2% | +47.5% | +328.8% | +278.7% |
| All | +9,422.9% | +2,415.1% | +7,007.9% | +2,842.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling