+2,177.0%
TMO vs HIG
+989.6%
+1,187.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.5% | -2.3% | -0.2% | -2.1% |
| 30D | -0.3% | -1.2% | +0.9% | -0.1% |
| 3M | +25.3% | +6.3% | +19.0% | +23.9% |
| 6M | +20.9% | +0.6% | +20.3% | +20.6% |
| YTD | +4.3% | +0.6% | +3.7% | +3.9% |
| 1Y | +27.0% | +6.1% | +20.9% | +25.4% |
| 3Y | +17.5% | +102.0% | -84.5% | +3.9% |
| 5Y | +6.9% | +119.2% | -112.3% | -7.0% |
| 10Y | +332.0% | +312.5% | +19.5% | +225.1% |
| All | +2,177.0% | +989.6% | +1,187.5% | +877.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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