+43.2%
KO vs TMO
+26.9%
+16.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.1% |
| 7D | +4.4% | +0.3% | +4.2% | +4.5% |
| 30D | +10.7% | +4.3% | +6.4% | +10.9% |
| 3M | +11.3% | +25.1% | -13.8% | +12.0% |
| 6M | +24.0% | +52.9% | -28.9% | +26.5% |
| YTD | +39.7% | +22.2% | +17.5% | +37.8% |
| 1Y | +43.2% | +25.4% | +17.9% | +39.6% |
| All | +43.2% | +26.9% | +16.3% | +39.6% |
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