+323.9%
TMO vs RF
+340.3%
-16.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.5% | -1.6% | -0.9% | -2.1% |
| 30D | -0.3% | -4.3% | +4.0% | +0.6% |
| 3M | +25.3% | +5.9% | +19.4% | +23.6% |
| 6M | +20.9% | +14.1% | +6.7% | +17.4% |
| YTD | +4.3% | +13.8% | -9.5% | +1.2% |
| 1Y | +27.0% | +15.2% | +11.8% | +22.8% |
| 3Y | +17.5% | +90.6% | -73.1% | +2.0% |
| 5Y | +6.9% | +88.9% | -82.0% | -7.8% |
| All | +323.9% | +340.3% | -16.3% | +195.2% |
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