+3,802.2%
TMO vs DAR
+1,760.3%
+2,041.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +1.1% | +2.6% | -1.5% | +0.9% |
| 3M | +28.3% | +14.2% | +14.1% | +27.1% |
| 6M | +23.3% | +17.2% | +6.1% | +21.8% |
| YTD | +5.5% | +80.9% | -75.4% | +1.4% |
| 1Y | +24.5% | +104.0% | -79.4% | +18.7% |
| 3Y | +19.6% | +3.6% | +15.9% | +17.8% |
| 5Y | +8.1% | -7.8% | +15.9% | +6.5% |
| 10Y | +336.7% | +363.1% | -26.4% | +290.0% |
| All | +3,802.2% | +1,760.3% | +2,041.9% | +3,201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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