+76.9%
IVV vs TMO
+18.6%
+58.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | +3.7% | +22.7% | -19.0% | -1.6% |
| 6M | +13.0% | +19.0% | -6.0% | +7.8% |
| YTD | +12.4% | +4.7% | +7.7% | +10.8% |
| 1Y | +18.6% | +26.0% | -7.4% | +10.5% |
| All | +76.9% | +18.6% | +58.2% | +63.2% |
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