+3,503.6%
TMO vs PBR
+1,899.4%
+1,604.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -0.6% | +5.4% | -6.0% | -1.5% |
| 30D | +1.1% | +22.9% | -21.7% | -2.3% |
| 3M | +28.3% | +19.6% | +8.7% | +24.2% |
| 6M | +23.3% | +16.5% | +6.8% | +19.3% |
| YTD | +5.5% | +86.7% | -81.2% | -5.9% |
| 1Y | +24.5% | +74.7% | -50.2% | +12.2% |
| 3Y | +19.6% | +102.6% | -83.0% | +3.5% |
| 5Y | +8.1% | +566.6% | -558.5% | -26.6% |
| 10Y | +336.7% | +686.1% | -349.3% | +151.5% |
| All | +3,503.6% | +1,899.4% | +1,604.3% | +1,324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling