+21,202.8%
TXN vs TMO
+8,187.2%
+13,015.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.3% |
| 7D | +4.0% | -0.6% | +4.6% | +4.3% |
| 30D | -2.9% | +1.1% | -4.0% | -3.5% |
| 3M | -9.1% | +28.3% | -37.4% | -19.3% |
| 6M | +36.6% | +23.3% | +13.4% | +21.5% |
| YTD | +57.5% | +5.5% | +52.0% | +49.6% |
| 1Y | +49.5% | +24.5% | +25.0% | +30.9% |
| 3Y | +76.5% | +19.6% | +57.0% | +54.5% |
| 5Y | +62.4% | +8.1% | +54.3% | +46.4% |
| 10Y | +429.7% | +336.7% | +93.0% | +151.5% |
| All | +21,202.8% | +8,187.2% | +13,015.6% | +2,739.8% |
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