+328.6%
TMO vs Z
-2.5%
+331.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.5% |
| 7D | -0.6% | -6.0% | +5.4% | +0.3% |
| 30D | +1.1% | -2.3% | +3.4% | +1.3% |
| 3M | +28.3% | -0.6% | +28.9% | +27.8% |
| 6M | +23.3% | -27.6% | +50.9% | +28.8% |
| YTD | +5.5% | -52.4% | +57.8% | +17.1% |
| 1Y | +24.5% | -63.6% | +88.1% | +43.7% |
| 3Y | +19.6% | -36.4% | +56.0% | +23.4% |
| 5Y | +8.1% | -64.6% | +72.7% | +15.0% |
| All | +328.6% | -2.5% | +331.1% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling