+27.2%
F vs TMO
+25.8%
+1.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -3.7% | -2.5% | -1.2% | -3.0% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | -1.9% | +25.3% | -27.1% | -8.7% |
| 6M | +16.1% | +20.9% | -4.8% | +9.1% |
| YTD | +9.5% | +4.3% | +5.2% | +8.0% |
| 1Y | +27.2% | +27.0% | +0.2% | +16.9% |
| All | +27.2% | +25.8% | +1.4% | +16.9% |
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