+1,681.7%
TMO vs FDS
+9,090.7%
-7,409.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.5% |
| 7D | +0.4% | -5.4% | +5.8% | +2.0% |
| 30D | +1.5% | +1.6% | -0.1% | +0.9% |
| 3M | +28.5% | +17.7% | +10.8% | +21.5% |
| 6M | +20.4% | +29.1% | -8.7% | +10.0% |
| YTD | +4.3% | +1.0% | +3.3% | +1.7% |
| 1Y | +24.1% | -21.6% | +45.7% | +29.3% |
| 3Y | +17.5% | -30.1% | +47.6% | +25.7% |
| 5Y | +6.8% | -20.7% | +27.5% | +9.9% |
| 10Y | +311.9% | +78.3% | +233.6% | +233.4% |
| All | +1,681.7% | +9,090.7% | -7,409.0% | +537.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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