+122.2%
TMO vs DT
+98.4%
+23.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | +22.7% | +24.1% | -1.4% | +16.6% |
| 6M | +19.0% | +30.1% | -11.1% | +11.2% |
| YTD | +4.7% | +16.8% | -12.0% | -0.2% |
| 1Y | +26.0% | -0.1% | +26.1% | +24.0% |
| 3Y | +18.0% | +6.8% | +11.2% | +12.2% |
| 5Y | +8.0% | -28.4% | +36.4% | +6.3% |
| All | +122.2% | +98.4% | +23.7% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling