+134.1%
TMO vs DOW
-17.0%
+151.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | -0.6% | -1.4% | +0.7% | -0.4% |
| 30D | +1.1% | -3.9% | +5.1% | +1.9% |
| 3M | +28.3% | -12.7% | +41.0% | +31.5% |
| 6M | +23.3% | -13.7% | +36.9% | +25.0% |
| YTD | +5.5% | +28.4% | -22.9% | -3.1% |
| 1Y | +24.5% | +21.8% | +2.8% | +15.2% |
| 3Y | +19.6% | -35.7% | +55.3% | +25.1% |
| 5Y | +8.1% | -36.8% | +44.9% | +12.5% |
| All | +134.1% | -17.0% | +151.1% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling