+5,415.7%
TMO vs M
+383.6%
+5,032.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | +1.5% | -11.6% | +13.1% | +3.6% |
| 3M | +28.5% | +1.6% | +26.9% | +27.6% |
| 6M | +20.4% | +25.2% | -4.8% | +15.1% |
| YTD | +4.3% | +3.8% | +0.5% | +2.6% |
| 1Y | +24.1% | +36.3% | -12.2% | +16.2% |
| 3Y | +17.5% | +116.3% | -98.9% | -2.2% |
| 5Y | +6.8% | +28.2% | -21.4% | -8.4% |
| 10Y | +311.9% | -3.4% | +315.3% | +217.2% |
| All | +5,415.7% | +383.6% | +5,032.1% | +2,377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling