+9,348.7%
TMO vs IP
+331.0%
+9,017.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -0.3% | -5.1% | +4.7% | +1.1% |
| 30D | +4.9% | +8.5% | -3.6% | +2.5% |
| 3M | +19.9% | -13.8% | +33.7% | +24.6% |
| 6M | +47.2% | +5.7% | +41.4% | +43.5% |
| YTD | +20.2% | -9.1% | +29.4% | +20.8% |
| 1Y | +23.2% | -0.8% | +24.0% | +20.6% |
| 3Y | +54.2% | +14.8% | +39.4% | +40.8% |
| 5Y | +14.3% | -11.5% | +25.8% | +11.0% |
| 10Y | +387.6% | +27.9% | +359.7% | +304.9% |
| All | +9,348.7% | +331.0% | +9,017.7% | +4,679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling