+18.3%
TMO vs NDAQ
+85.5%
-67.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -2.5% | -6.8% | +4.3% | +0.1% |
| 30D | -0.3% | -3.2% | +2.9% | +0.9% |
| 3M | +25.3% | +6.5% | +18.8% | +21.9% |
| 6M | +20.9% | +5.7% | +15.1% | +17.6% |
| YTD | +4.3% | -4.6% | +8.9% | +5.5% |
| 1Y | +27.0% | -1.6% | +28.6% | +26.7% |
| All | +18.3% | +85.5% | -67.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling