+136.1%
C vs TMO
+7.0%
+129.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.3% | -2.5% | +2.7% | +1.2% |
| 30D | +2.0% | -0.3% | +2.3% | +2.0% |
| 3M | +4.4% | +25.3% | -20.9% | -5.1% |
| 6M | +28.3% | +20.9% | +7.5% | +18.0% |
| YTD | +20.5% | +4.3% | +16.2% | +17.4% |
| 1Y | +45.5% | +27.0% | +18.5% | +29.7% |
| 3Y | +274.0% | +17.5% | +256.5% | +238.3% |
| 5Y | +136.1% | +6.9% | +129.2% | +111.7% |
| All | +136.1% | +7.0% | +129.1% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling