+25.4%
TMO vs DOW
+50.2%
-24.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.2% |
| 7D | +0.3% | -4.2% | +4.5% | +0.3% |
| 30D | +4.3% | +14.7% | -10.4% | +4.1% |
| 3M | +25.1% | +9.1% | +16.1% | +24.9% |
| 6M | +52.9% | -17.7% | +70.6% | +54.6% |
| YTD | +22.2% | +44.6% | -22.4% | +9.0% |
| 1Y | +25.4% | +51.9% | -26.5% | +10.4% |
| All | +25.4% | +50.2% | -24.9% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling