+8,096.9%
TMO vs SO
+5,951.5%
+2,145.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.5% | -1.1% | -1.3% | -2.1% |
| 30D | -0.3% | -3.7% | +3.4% | +0.9% |
| 3M | +25.3% | -5.9% | +31.2% | +27.7% |
| 6M | +20.9% | -7.3% | +28.2% | +23.4% |
| YTD | +4.3% | +3.1% | +1.2% | +2.7% |
| 1Y | +27.0% | -1.0% | +28.0% | +26.6% |
| 3Y | +17.5% | +43.2% | -25.7% | +2.7% |
| 5Y | +6.9% | +59.1% | -52.2% | -10.1% |
| 10Y | +332.0% | +160.2% | +171.7% | +202.9% |
| All | +8,096.9% | +5,951.5% | +2,145.4% | +2,965.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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