+3,159.9%
TMO vs TPR
+8,009.8%
-4,849.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +4.0% | +15.1% | -11.1% | +0.4% |
| 3M | +17.6% | +3.5% | +14.1% | +16.1% |
| 6M | +57.3% | +0.4% | +56.8% | +55.2% |
| YTD | +21.2% | +4.6% | +16.6% | +17.4% |
| 1Y | +21.1% | +33.1% | -12.0% | +10.7% |
| 3Y | +58.8% | +396.0% | -337.1% | +1.9% |
| 5Y | +11.8% | +230.3% | -218.5% | -23.4% |
| 10Y | +376.2% | +368.4% | +7.8% | +159.3% |
| All | +3,159.9% | +8,009.8% | -4,849.8% | +590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling