+2,755.3%
TMO vs TPR
+7,380.8%
-4,625.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.4% | -2.3% | +1.0% | -0.8% |
| 30D | +6.2% | -23.0% | +29.2% | +12.4% |
| 3M | +27.5% | -12.5% | +39.9% | +30.5% |
| 6M | +20.0% | -21.4% | +41.4% | +25.5% |
| YTD | +6.1% | -3.5% | +9.6% | +5.2% |
| 1Y | +25.8% | +17.4% | +8.5% | +18.5% |
| 3Y | +11.2% | +291.3% | -280.0% | -24.2% |
| 5Y | +9.6% | +241.9% | -232.4% | -25.6% |
| 10Y | +317.8% | +322.7% | -4.9% | +133.9% |
| All | +2,755.3% | +7,380.8% | -4,625.5% | +518.9% |
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