+1,272.8%
TMO vs UUUU
-92.5%
+1,365.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.1% |
| 7D | -2.5% | -5.0% | +2.6% | -2.2% |
| 30D | -0.3% | -7.8% | +7.5% | 0.0% |
| 3M | +25.3% | -0.4% | +25.7% | +24.8% |
| 6M | +20.9% | -32.9% | +53.7% | +22.6% |
| YTD | +4.3% | -6.3% | +10.6% | +3.2% |
| 1Y | +27.0% | +7.9% | +19.1% | +23.6% |
| 3Y | +17.5% | +85.2% | -67.7% | +8.3% |
| 5Y | +6.9% | +97.0% | -90.0% | -4.0% |
| 10Y | +332.0% | +492.6% | -160.6% | +242.4% |
| All | +1,272.8% | -92.5% | +1,365.2% | +963.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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