+272.1%
C vs TMO
+18.6%
+253.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | -0.5% | +3.0% | +2.7% |
| 30D | +1.9% | +1.0% | +0.9% | +1.4% |
| 3M | +2.8% | +22.7% | -19.9% | -5.0% |
| 6M | +30.6% | +19.0% | +11.5% | +21.7% |
| YTD | +19.9% | +4.7% | +15.1% | +17.2% |
| 1Y | +44.6% | +26.0% | +18.5% | +30.5% |
| All | +272.1% | +18.6% | +253.5% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling