+10.6%
TMO vs DD
+56.1%
-45.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -3.5% | +2.9% | +0.5% |
| 30D | +1.1% | -11.7% | +12.8% | +5.4% |
| 3M | +28.3% | -9.2% | +37.6% | +32.1% |
| 6M | +23.3% | -7.2% | +30.4% | +25.0% |
| YTD | +5.5% | +6.6% | -1.2% | +0.9% |
| 1Y | +24.5% | +32.0% | -7.5% | +9.1% |
| 3Y | +19.6% | +42.1% | -22.6% | -0.9% |
| All | +10.6% | +56.1% | -45.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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