+19.6%
TMO vs DOW
-36.3%
+55.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +31.7% |
| 6M | +23.3% | -13.7% | +36.9% | +24.5% |
| YTD | +5.5% | +28.4% | -22.9% | -6.5% |
| 1Y | +24.5% | +21.8% | +2.8% | +11.7% |
| 3Y | +19.6% | -35.7% | +55.3% | +23.7% |
| All | +19.6% | -36.3% | +55.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling