+386.6%
TMO vs TPR
+364.3%
+22.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +4.0% | +15.1% | -11.1% | +1.4% |
| 3M | +17.6% | +3.5% | +14.1% | +16.6% |
| 6M | +57.3% | +0.4% | +56.8% | +55.9% |
| YTD | +21.2% | +4.6% | +16.6% | +18.5% |
| 1Y | +21.1% | +33.1% | -12.0% | +13.4% |
| 3Y | +58.8% | +396.0% | -337.1% | +14.5% |
| 5Y | +11.8% | +230.3% | -218.5% | -15.6% |
| All | +386.6% | +364.3% | +22.4% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling