+1,330.9%
TMO vs DG
+551.9%
+779.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -2.5% | -6.3% | +3.8% | -1.2% |
| 30D | -0.3% | +2.4% | -2.7% | -0.9% |
| 3M | +25.3% | +12.4% | +12.8% | +21.8% |
| 6M | +20.9% | -14.9% | +35.8% | +24.1% |
| YTD | +4.3% | -6.1% | +10.4% | +4.8% |
| 1Y | +27.0% | +17.9% | +9.2% | +21.2% |
| 3Y | +17.5% | +3.1% | +14.4% | +10.8% |
| 5Y | +6.9% | -38.7% | +45.6% | +13.1% |
| 10Y | +332.0% | +99.6% | +232.3% | +236.9% |
| All | +1,330.9% | +551.9% | +779.0% | +702.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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