+1,119.3%
TMO vs PM
+767.5%
+351.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +22.7% | +4.9% | +17.8% | +20.0% |
| 6M | +19.0% | +9.0% | +10.0% | +13.7% |
| YTD | +4.7% | +17.8% | -13.0% | -3.3% |
| 1Y | +26.0% | +16.8% | +9.2% | +16.3% |
| 3Y | +18.0% | +125.4% | -107.4% | -20.2% |
| 5Y | +8.0% | +128.7% | -120.7% | -28.6% |
| 10Y | +333.8% | +211.8% | +121.9% | +129.6% |
| All | +1,119.3% | +767.5% | +351.8% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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