+44.6%
F vs TMO
+7.5%
+37.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -9.1% | +22.7% | -31.8% | -17.2% |
| 6M | +12.9% | +19.0% | -6.1% | +3.8% |
| YTD | +6.1% | +4.7% | +1.3% | +2.9% |
| 1Y | +22.5% | +26.0% | -3.5% | +9.0% |
| 3Y | +32.1% | +18.0% | +14.1% | +17.1% |
| All | +44.6% | +7.5% | +37.2% | +27.2% |
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 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