+25.4%
TMO vs PBR
+74.7%
-49.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +0.7% |
| 7D | +0.3% | -11.0% | +11.3% | -0.5% |
| 30D | +4.3% | -18.8% | +23.1% | +3.0% |
| 3M | +25.1% | +7.8% | +17.3% | +26.7% |
| 6M | +52.9% | -7.6% | +60.5% | +53.7% |
| YTD | +22.2% | +72.7% | -50.5% | +20.5% |
| 1Y | +25.4% | +72.9% | -47.6% | +23.2% |
| All | +25.4% | +74.7% | -49.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling