+323.9%
TMO vs P
+684.8%
-360.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | 0.0% |
| 7D | -2.5% | -4.1% | +1.7% | -2.0% |
| 30D | -0.3% | -14.0% | +13.7% | +1.4% |
| 3M | +25.3% | +41.4% | -16.2% | +18.4% |
| 6M | +20.9% | +54.2% | -33.3% | +11.4% |
| YTD | +4.3% | +40.4% | -36.1% | -3.1% |
| 1Y | +27.0% | +16.0% | +11.1% | +19.8% |
| 3Y | +17.5% | +140.7% | -123.2% | -6.9% |
| 5Y | +6.9% | +256.3% | -249.4% | -23.0% |
| All | +323.9% | +684.8% | -360.9% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling