+328.6%
TMO vs M
-3.0%
+331.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | +0.5% |
| 7D | -0.6% | -4.2% | +3.6% | -0.3% |
| 30D | +1.1% | -7.2% | +8.3% | +1.7% |
| 3M | +28.3% | -11.1% | +39.5% | +29.4% |
| 6M | +23.3% | +28.8% | -5.5% | +20.4% |
| YTD | +5.5% | +2.0% | +3.4% | +4.8% |
| 1Y | +24.5% | +31.3% | -6.7% | +21.1% |
| 3Y | +19.6% | +119.1% | -99.5% | +10.4% |
| 5Y | +8.1% | +29.7% | -21.5% | +1.8% |
| All | +328.6% | -3.0% | +331.6% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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