+313.6%
IVV vs TMO
+333.5%
-19.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | -2.5% | +0.5% | -1.1% |
| 30D | -1.6% | -0.3% | -1.3% | -1.6% |
| 3M | +4.8% | +25.3% | -20.5% | -4.8% |
| 6M | +12.6% | +20.9% | -8.3% | +3.1% |
| YTD | +11.8% | +4.3% | +7.5% | +8.5% |
| 1Y | +17.6% | +27.0% | -9.5% | +4.4% |
| 3Y | +77.0% | +17.5% | +59.5% | +58.4% |
| 5Y | +82.6% | +6.9% | +75.6% | +67.0% |
| All | +313.6% | +333.5% | -19.8% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling