+8,094.7%
TMO vs TFC
+2,539.0%
+5,555.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.2% |
| 7D | +0.4% | +2.2% | -1.8% | -0.2% |
| 30D | +1.5% | -2.5% | +4.0% | +2.1% |
| 3M | +28.5% | +4.5% | +24.0% | +26.7% |
| 6M | +20.4% | +11.0% | +9.4% | +16.6% |
| YTD | +4.3% | +5.9% | -1.6% | +2.2% |
| 1Y | +24.1% | +14.6% | +9.5% | +18.9% |
| 3Y | +17.5% | +96.7% | -79.2% | -3.9% |
| 5Y | +6.8% | +15.6% | -8.8% | -1.9% |
| 10Y | +311.9% | +98.6% | +213.3% | +200.8% |
| All | +8,094.7% | +2,539.0% | +5,555.7% | +3,527.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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