+328.6%
TMO vs MKTX
+5.0%
+323.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +1.1% | +0.7% | +0.4% | +1.0% |
| 3M | +28.3% | +40.8% | -12.5% | +16.9% |
| 6M | +23.3% | -8.0% | +31.3% | +24.7% |
| YTD | +5.5% | -8.7% | +14.2% | +6.6% |
| 1Y | +24.5% | -11.8% | +36.4% | +26.8% |
| 3Y | +19.6% | -24.0% | +43.6% | +22.5% |
| 5Y | +8.1% | -60.3% | +68.4% | +29.8% |
| All | +328.6% | +5.0% | +323.6% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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