+24.4%
TMO vs PL
+75.7%
-51.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.6% |
| 7D | -0.5% | -13.9% | +13.4% | +0.4% |
| 30D | +1.0% | -25.5% | +26.5% | +2.7% |
| 3M | +22.7% | -44.8% | +67.5% | +26.6% |
| 6M | +19.0% | -33.3% | +52.3% | +19.5% |
| YTD | +4.7% | -12.7% | +17.4% | +2.7% |
| 1Y | +26.0% | +90.9% | -64.9% | +15.7% |
| 3Y | +18.0% | +528.5% | -510.5% | -8.6% |
| 5Y | +8.0% | +72.7% | -64.7% | -10.8% |
| All | +24.4% | +75.7% | -51.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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