+2,300.0%
TMO vs DGX
+8,778.1%
-6,478.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | -0.6% | -0.9% | +0.2% | -0.4% |
| 30D | +1.1% | -1.2% | +2.3% | +1.5% |
| 3M | +28.3% | +15.8% | +12.6% | +22.8% |
| 6M | +23.3% | +18.2% | +5.1% | +17.3% |
| YTD | +5.5% | +37.2% | -31.8% | -4.4% |
| 1Y | +24.5% | +30.4% | -5.8% | +14.3% |
| 3Y | +19.6% | +96.7% | -77.1% | -3.9% |
| 5Y | +8.1% | +67.2% | -59.0% | -9.1% |
| 10Y | +336.7% | +253.9% | +82.8% | +190.7% |
| All | +2,300.0% | +8,778.1% | -6,478.1% | +626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling