+3,578.0%
TMO vs O
+5,367.1%
-1,789.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +1.5% | -2.0% | +3.5% | +2.1% |
| 3M | +28.5% | +3.0% | +25.5% | +27.4% |
| 6M | +20.4% | -3.6% | +24.0% | +21.5% |
| YTD | +4.3% | +12.1% | -7.8% | +0.5% |
| 1Y | +24.1% | +8.9% | +15.2% | +20.6% |
| 3Y | +17.5% | +30.3% | -12.9% | +7.9% |
| 5Y | +6.8% | +13.7% | -6.9% | +1.8% |
| 10Y | +311.9% | +50.3% | +261.6% | +241.4% |
| All | +3,578.0% | +5,367.1% | -1,789.1% | +1,010.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling