+54.2%
TMO vs PL
+455.3%
-401.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.7% | +2.2% |
| 7D | -0.3% | -6.8% | +6.5% | -0.1% |
| 30D | +4.9% | -29.3% | +34.2% | +6.2% |
| 3M | +19.9% | -44.8% | +64.6% | +22.4% |
| 6M | +47.2% | -68.4% | +115.5% | +53.1% |
| YTD | +20.2% | -36.4% | +56.6% | +19.6% |
| 1Y | +23.2% | +0.7% | +22.5% | +19.2% |
| 3Y | +54.2% | +455.3% | -401.1% | +24.4% |
| All | +54.2% | +455.3% | -401.1% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling