+328.6%
TMO vs DGX
+255.3%
+73.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -0.6% | -0.9% | +0.2% | -0.3% |
| 30D | +1.1% | -1.2% | +2.3% | +1.7% |
| 3M | +28.3% | +15.8% | +12.6% | +20.7% |
| 6M | +23.3% | +18.2% | +5.1% | +14.9% |
| YTD | +5.5% | +37.2% | -31.8% | -8.1% |
| 1Y | +24.5% | +30.4% | -5.8% | +10.4% |
| 3Y | +19.6% | +96.7% | -77.1% | -12.9% |
| 5Y | +8.1% | +67.2% | -59.0% | -16.2% |
| All | +328.6% | +255.3% | +73.3% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling