+350.2%
TMO vs Z
+17.0%
+333.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.7% | -0.7% |
| 7D | +0.4% | -3.3% | +3.7% | +0.9% |
| 30D | +1.5% | -3.7% | +5.2% | +2.0% |
| 3M | +28.5% | -7.0% | +35.5% | +29.4% |
| 6M | +20.4% | -29.5% | +49.9% | +26.3% |
| YTD | +4.3% | -52.6% | +56.8% | +15.9% |
| 1Y | +24.1% | -64.0% | +88.1% | +43.5% |
| 3Y | +17.5% | -36.4% | +53.9% | +21.2% |
| 5Y | +6.8% | -65.8% | +72.6% | +14.4% |
| 10Y | +311.9% | -5.8% | +317.7% | +251.5% |
| All | +350.2% | +17.0% | +333.2% | +257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling