+19.6%
TMO vs DT
+7.2%
+12.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +1.1% | +3.0% | -1.9% | +0.6% |
| 3M | +28.3% | +26.5% | +1.8% | +23.1% |
| 6M | +23.3% | +35.9% | -12.7% | +16.1% |
| YTD | +5.5% | +17.8% | -12.4% | +1.6% |
| 1Y | +24.5% | +4.1% | +20.5% | +22.5% |
| 3Y | +19.6% | +5.3% | +14.3% | +12.9% |
| All | +19.6% | +7.2% | +12.3% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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