+3,798.3%
TMO vs IT
+5,548.9%
-1,750.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -0.5% | -9.1% | +8.7% | +1.5% |
| 30D | +1.0% | -12.2% | +13.2% | +3.7% |
| 3M | +22.7% | +7.8% | +14.9% | +19.0% |
| 6M | +19.0% | +2.0% | +17.0% | +16.2% |
| YTD | +4.7% | -32.7% | +37.5% | +11.2% |
| 1Y | +26.0% | -31.1% | +57.1% | +32.4% |
| 3Y | +18.0% | -52.1% | +70.1% | +32.2% |
| 5Y | +8.0% | -46.3% | +54.3% | +17.1% |
| 10Y | +333.8% | +91.4% | +242.4% | +247.2% |
| All | +3,798.3% | +5,548.9% | -1,750.6% | +1,404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling