+8,131.0%
TMO vs UL
+2,587.5%
+5,543.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -0.5% | -3.2% | +2.8% | +0.7% |
| 30D | +1.0% | -0.6% | +1.6% | +1.2% |
| 3M | +22.7% | +9.4% | +13.3% | +18.6% |
| 6M | +19.0% | -4.1% | +23.1% | +20.2% |
| YTD | +4.7% | -2.0% | +6.7% | +4.6% |
| 1Y | +26.0% | -9.0% | +35.0% | +28.8% |
| 3Y | +18.0% | +21.8% | -3.8% | +8.0% |
| 5Y | +8.0% | +20.6% | -12.6% | -2.2% |
| 10Y | +333.8% | +67.7% | +266.0% | +241.9% |
| All | +8,131.0% | +2,587.5% | +5,543.5% | +2,590.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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