+223.4%
TMO vs NTR
+97.9%
+125.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -1.3% | +0.6% | -0.4% |
| 30D | +1.1% | +16.8% | -15.6% | -1.8% |
| 3M | +28.3% | +20.7% | +7.6% | +23.6% |
| 6M | +23.3% | +0.5% | +22.7% | +22.3% |
| YTD | +5.5% | +29.2% | -23.7% | -0.8% |
| 1Y | +24.5% | +39.6% | -15.0% | +14.9% |
| 3Y | +19.6% | +37.9% | -18.3% | +9.0% |
| 5Y | +8.1% | +47.1% | -38.9% | -6.6% |
| All | +223.4% | +97.9% | +125.5% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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