+311.9%
TMO vs IP
+20.7%
+291.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +1.5% | -11.2% | +12.8% | +4.9% |
| 3M | +28.5% | +12.3% | +16.2% | +23.5% |
| 6M | +20.4% | -5.2% | +25.6% | +20.6% |
| YTD | +4.3% | -4.0% | +8.2% | +3.4% |
| 1Y | +24.1% | -19.2% | +43.3% | +28.8% |
| 3Y | +17.5% | +20.3% | -2.9% | +5.2% |
| 5Y | +6.8% | -17.5% | +24.3% | +5.5% |
| 10Y | +311.9% | +21.2% | +290.7% | +241.3% |
| All | +311.9% | +20.7% | +291.2% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling