+8,187.2%
TMO vs NI
+5,095.2%
+3,092.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | 0.0% | -0.7% | -0.7% |
| 30D | +1.1% | -1.4% | +2.5% | +1.6% |
| 3M | +28.3% | -10.6% | +38.9% | +33.2% |
| 6M | +23.3% | -9.3% | +32.6% | +26.8% |
| YTD | +5.5% | +1.1% | +4.3% | +4.3% |
| 1Y | +24.5% | +3.4% | +21.2% | +22.0% |
| 3Y | +19.6% | +67.9% | -48.3% | -2.5% |
| 5Y | +8.1% | +98.0% | -89.8% | -17.4% |
| 10Y | +336.7% | +143.6% | +193.2% | +195.1% |
| All | +8,187.2% | +5,095.2% | +3,092.0% | +2,042.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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