+8,187.2%
TMO vs SU
+61,601.3%
-53,414.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | +2.2% | -2.9% | -0.6% |
| 30D | +1.1% | +8.4% | -7.3% | +1.1% |
| 3M | +28.3% | +12.1% | +16.2% | +28.3% |
| 6M | +23.3% | +19.7% | +3.6% | +23.2% |
| YTD | +5.5% | +58.4% | -53.0% | +5.4% |
| 1Y | +24.5% | +67.2% | -42.7% | +24.4% |
| 3Y | +19.6% | +125.0% | -105.5% | +19.4% |
| 5Y | +8.1% | +355.1% | -346.9% | +7.8% |
| 10Y | +336.7% | +263.7% | +73.1% | +335.5% |
| All | +8,187.2% | +61,601.3% | -53,414.1% | +7,840.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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