+353.2%
TMO vs XYZ
+606.0%
-252.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.5% | -5.2% | +2.7% | -1.5% |
| 30D | -0.3% | 0.0% | -0.3% | -0.4% |
| 3M | +25.3% | +18.7% | +6.6% | +21.1% |
| 6M | +20.9% | +20.5% | +0.3% | +16.3% |
| YTD | +4.3% | +21.5% | -17.2% | -0.3% |
| 1Y | +27.0% | +7.2% | +19.8% | +23.6% |
| 3Y | +17.5% | +49.0% | -31.5% | +2.9% |
| 5Y | +6.9% | -68.1% | +75.0% | +14.3% |
| 10Y | +332.0% | +601.6% | -269.6% | +184.8% |
| All | +353.2% | +606.0% | -252.8% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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