+31.0%
F vs TMO
+27.8%
+3.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.7% |
| 7D | +5.3% | -1.4% | +6.7% | +5.7% |
| 30D | +4.6% | +6.2% | -1.6% | +2.8% |
| 3M | -3.7% | +27.5% | -31.1% | -10.8% |
| 6M | +16.8% | +20.0% | -3.1% | +10.0% |
| YTD | +15.3% | +6.1% | +9.2% | +13.2% |
| 1Y | +31.0% | +25.8% | +5.2% | +21.9% |
| All | +31.0% | +27.8% | +3.2% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling