+8,096.9%
TMO vs DD
+927.4%
+7,169.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.5% | -2.9% | +0.4% | -1.6% |
| 30D | -0.3% | -11.5% | +11.2% | +3.5% |
| 3M | +25.3% | -5.4% | +30.7% | +27.0% |
| 6M | +20.9% | -6.9% | +27.8% | +22.5% |
| YTD | +4.3% | +6.9% | -2.6% | +0.9% |
| 1Y | +27.0% | +35.6% | -8.6% | +13.6% |
| 3Y | +17.5% | +42.5% | -25.0% | +1.9% |
| 5Y | +6.9% | +58.5% | -51.5% | -11.6% |
| 10Y | +332.0% | +65.7% | +266.2% | +229.5% |
| All | +8,096.9% | +927.4% | +7,169.5% | +3,360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling