+328.6%
TMO vs IT
+103.1%
+225.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | -0.3% |
| 7D | -0.6% | -3.7% | +3.0% | +0.2% |
| 30D | +1.1% | +0.1% | +1.1% | +0.9% |
| 3M | +28.3% | +20.7% | +7.6% | +19.8% |
| 6M | +23.3% | +12.0% | +11.3% | +16.7% |
| YTD | +5.5% | -28.8% | +34.3% | +12.8% |
| 1Y | +24.5% | -25.5% | +50.1% | +30.4% |
| 3Y | +19.6% | -48.8% | +68.3% | +37.6% |
| 5Y | +8.1% | -42.7% | +50.9% | +18.0% |
| All | +328.6% | +103.1% | +225.5% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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