+8,241.0%
TMO vs USB
+8,537.0%
-296.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | +6.2% | -1.3% | +7.5% | +6.5% |
| 3M | +27.5% | +15.2% | +12.2% | +22.6% |
| 6M | +20.0% | +18.8% | +1.1% | +14.5% |
| YTD | +6.1% | +21.0% | -14.9% | +0.7% |
| 1Y | +25.8% | +34.0% | -8.2% | +16.1% |
| 3Y | +11.2% | +95.3% | -84.1% | -7.8% |
| 5Y | +9.6% | +40.4% | -30.8% | -3.1% |
| 10Y | +317.8% | +107.3% | +210.4% | +218.8% |
| All | +8,241.0% | +8,537.0% | -296.0% | +3,214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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