+482.9%
TMO vs P
+535.2%
-52.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +0.8% | +11.6% | -10.8% | -0.6% |
| 30D | +4.0% | -23.7% | +27.7% | +7.1% |
| 3M | +17.6% | -8.0% | +25.6% | +17.7% |
| 6M | +57.3% | +27.9% | +29.4% | +49.2% |
| YTD | +21.2% | +61.2% | -40.0% | +10.3% |
| 1Y | +21.1% | +28.6% | -7.5% | +12.7% |
| 3Y | +58.8% | +200.5% | -141.6% | +23.2% |
| 5Y | +11.8% | +282.9% | -271.1% | -18.4% |
| 10Y | +376.2% | +665.9% | -289.6% | +202.2% |
| All | +482.9% | +535.2% | -52.3% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling