+4,984.8%
TMO vs TDY
+7,056.0%
-2,071.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | +1.1% | -12.0% | +13.2% | +4.2% |
| 3M | +28.3% | -3.2% | +31.5% | +29.0% |
| 6M | +23.3% | -7.9% | +31.1% | +25.2% |
| YTD | +5.5% | +18.2% | -12.8% | +0.8% |
| 1Y | +24.5% | +6.7% | +17.9% | +21.8% |
| 3Y | +19.6% | +47.5% | -28.0% | +8.0% |
| 5Y | +8.1% | +39.5% | -31.4% | -1.4% |
| 10Y | +336.7% | +477.2% | -140.5% | +181.0% |
| All | +4,984.8% | +7,056.0% | -2,071.3% | +2,453.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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