+32.9%
F vs TMO
+18.6%
+14.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.4% | -4.1% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | -2.9% | +1.0% | -3.9% | -3.2% |
| 3M | -9.1% | +22.7% | -31.8% | -15.4% |
| 6M | +12.9% | +19.0% | -6.1% | +5.9% |
| YTD | +6.1% | +4.7% | +1.3% | +3.7% |
| 1Y | +22.5% | +26.0% | -3.5% | +12.2% |
| All | +32.9% | +18.6% | +14.3% | +16.2% |
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