+8,241.0%
TMO vs TT
+16,138.6%
-7,897.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.4% | 0.0% | -1.3% | -1.3% |
| 30D | +6.2% | -7.2% | +13.4% | +8.8% |
| 3M | +27.5% | -3.0% | +30.4% | +28.2% |
| 6M | +20.0% | +1.4% | +18.6% | +18.3% |
| YTD | +6.1% | +15.9% | -9.8% | -0.4% |
| 1Y | +25.8% | +9.4% | +16.4% | +20.2% |
| 3Y | +11.2% | +124.4% | -113.2% | -18.3% |
| 5Y | +9.6% | +138.0% | -128.4% | -22.0% |
| 10Y | +317.8% | +886.4% | -568.6% | +80.1% |
| All | +8,241.0% | +16,138.6% | -7,897.7% | +1,442.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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