+8,241.0%
TMO vs RF
+1,537.4%
+6,703.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | +6.2% | -3.6% | +9.8% | +6.9% |
| 3M | +27.5% | +8.1% | +19.4% | +25.5% |
| 6M | +20.0% | +11.5% | +8.5% | +17.4% |
| YTD | +6.1% | +15.6% | -9.4% | +3.0% |
| 1Y | +25.8% | +15.7% | +10.2% | +22.0% |
| 3Y | +11.2% | +86.9% | -75.7% | -2.4% |
| 5Y | +9.6% | +89.8% | -80.3% | -5.5% |
| 10Y | +317.8% | +344.7% | -26.9% | +187.5% |
| All | +8,241.0% | +1,537.4% | +6,703.6% | +2,997.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling