+2,199.4%
TMO vs VO
+814.4%
+1,385.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +1.1% |
| 7D | -0.5% | -0.6% | +0.1% | 0.0% |
| 30D | +1.0% | -1.9% | +2.9% | +2.6% |
| 3M | +22.7% | +3.3% | +19.5% | +19.4% |
| 6M | +19.0% | +9.7% | +9.3% | +10.2% |
| YTD | +4.7% | +12.6% | -7.9% | -5.0% |
| 1Y | +26.0% | +13.6% | +12.4% | +13.4% |
| 3Y | +18.0% | +56.8% | -38.8% | -18.3% |
| 5Y | +8.0% | +42.3% | -34.3% | -19.5% |
| 10Y | +333.8% | +199.2% | +134.6% | +70.7% |
| All | +2,199.4% | +814.4% | +1,385.1% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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