+3,860.8%
TMO vs NDAQ
+2,261.2%
+1,599.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | +1.0% | -1.5% | +2.5% | +1.4% |
| 3M | +22.7% | +8.0% | +14.7% | +19.9% |
| 6M | +19.0% | +7.7% | +11.3% | +16.3% |
| YTD | +4.7% | -2.3% | +7.1% | +4.8% |
| 1Y | +26.0% | +0.6% | +25.5% | +24.9% |
| 3Y | +18.0% | +90.9% | -72.9% | -1.5% |
| 5Y | +8.0% | +52.5% | -44.5% | -4.9% |
| 10Y | +333.8% | +380.3% | -46.5% | +190.7% |
| All | +3,860.8% | +2,261.2% | +1,599.5% | +2,091.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling