+388.1%
TMO vs PR
+72.8%
+315.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +8.4% | -4.6% | +13.0% | +8.4% |
| 3M | +18.7% | +4.7% | +14.0% | +18.6% |
| 6M | +58.9% | +12.4% | +46.4% | +58.5% |
| YTD | +24.2% | +62.9% | -38.7% | +22.9% |
| 1Y | +22.8% | +70.6% | -47.8% | +21.4% |
| 3Y | +61.6% | +90.0% | -28.4% | +59.3% |
| 5Y | +15.3% | +255.5% | -240.2% | +13.3% |
| 10Y | +388.1% | +78.7% | +309.4% | +483.6% |
| All | +388.1% | +72.8% | +315.4% | +483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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