+13,840.9%
TSM vs TMO
+1,739.3%
+12,101.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.1% |
| 7D | +4.8% | -0.5% | +5.2% | +5.0% |
| 30D | +4.0% | +1.0% | +3.0% | +3.3% |
| 3M | +2.0% | +22.7% | -20.7% | -9.4% |
| 6M | +25.5% | +19.0% | +6.5% | +12.5% |
| YTD | +44.0% | +4.7% | +39.3% | +37.5% |
| 1Y | +75.4% | +26.0% | +49.4% | +51.0% |
| 3Y | +406.7% | +18.0% | +388.8% | +341.1% |
| 5Y | +285.0% | +8.0% | +277.0% | +243.6% |
| 10Y | +1,815.4% | +333.8% | +1,481.6% | +681.2% |
| All | +13,840.9% | +1,739.3% | +12,101.5% | +2,466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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