+8,241.0%
TMO vs D
+2,347.4%
+5,893.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | +1.5% | -2.8% | -1.9% |
| 30D | +6.2% | -2.6% | +8.8% | +7.2% |
| 3M | +27.5% | 0.0% | +27.5% | +27.4% |
| 6M | +20.0% | +7.4% | +12.6% | +16.1% |
| YTD | +6.1% | +15.9% | -9.7% | -0.5% |
| 1Y | +25.8% | +18.1% | +7.7% | +16.7% |
| 3Y | +11.2% | +58.4% | -47.2% | -9.7% |
| 5Y | +9.6% | +5.2% | +4.4% | +3.4% |
| 10Y | +317.8% | +35.9% | +281.9% | +244.0% |
| All | +8,241.0% | +2,347.4% | +5,893.6% | +2,513.6% |
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 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