+386.6%
TMO vs RF
+223.4%
+163.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +0.8% | +1.9% | -1.2% | +0.4% |
| 30D | +4.0% | +7.3% | -3.3% | +2.5% |
| 3M | +17.6% | -7.9% | +25.5% | +19.5% |
| 6M | +57.3% | +10.5% | +46.7% | +53.6% |
| YTD | +21.2% | +9.6% | +11.5% | +18.4% |
| 1Y | +21.1% | +20.3% | +0.8% | +16.1% |
| 3Y | +58.8% | +119.5% | -60.7% | +34.6% |
| 5Y | +11.8% | +48.2% | -36.4% | +0.1% |
| All | +386.6% | +223.4% | +163.3% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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