+2,060.1%
TMO vs MKTX
+1,442.6%
+617.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 6M | +23.3% | -8.0% | +31.3% | +23.9% |
| YTD | +5.5% | -8.7% | +14.2% | +6.0% |
| 1Y | +24.5% | -11.8% | +36.4% | +25.8% |
| 3Y | +19.6% | -24.0% | +43.6% | +21.9% |
| 5Y | +8.1% | -60.3% | +68.4% | +24.4% |
| 10Y | +336.7% | +5.0% | +331.8% | +300.8% |
| All | +2,060.1% | +1,442.6% | +617.5% | +911.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling