+15.6%
TMO vs PLTD
-77.3%
+92.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.6% |
| 7D | +0.4% | +4.5% | -4.1% | +0.8% |
| 30D | +1.5% | -0.7% | +2.3% | +1.6% |
| 3M | +28.5% | -31.0% | +59.6% | +26.3% |
| 6M | +20.4% | -24.8% | +45.2% | +19.6% |
| YTD | +4.3% | -18.6% | +22.8% | +4.4% |
| 1Y | +24.1% | -31.8% | +55.9% | +22.9% |
| All | +15.6% | -77.3% | +92.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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