+19.6%
TMO vs O
+26.7%
-7.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -2.9% | +2.2% | +0.4% |
| 30D | +1.1% | -4.5% | +5.6% | +2.8% |
| 3M | +28.3% | -2.6% | +31.0% | +29.4% |
| 6M | +23.3% | -5.6% | +28.9% | +25.6% |
| YTD | +5.5% | +9.3% | -3.8% | +0.6% |
| 1Y | +24.5% | +4.3% | +20.2% | +21.2% |
| 3Y | +19.6% | +27.4% | -7.9% | +3.8% |
| All | +19.6% | +26.7% | -7.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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