+2,874.5%
V vs TMO
+1,077.2%
+1,797.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -0.9% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +1.9% | +1.5% | +0.4% | +1.1% |
| 3M | +15.5% | +28.5% | -13.0% | +1.7% |
| 6M | +16.6% | +20.4% | -3.8% | +5.1% |
| YTD | +5.7% | +4.3% | +1.5% | +1.8% |
| 1Y | +8.6% | +24.1% | -15.6% | -4.6% |
| 3Y | +52.5% | +17.5% | +35.0% | +33.1% |
| 5Y | +67.1% | +6.8% | +60.3% | +49.1% |
| 10Y | +376.8% | +311.9% | +64.9% | +95.1% |
| All | +2,874.5% | +1,077.2% | +1,797.4% | +605.5% |
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