+22.5%
MA vs TMO
+26.9%
-4.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.7% |
| 7D | +10.2% | +0.3% | +9.9% | +10.2% |
| 30D | +19.3% | +4.3% | +15.0% | +18.3% |
| 3M | +18.0% | +25.1% | -7.2% | +13.0% |
| 6M | +33.7% | +52.9% | -19.2% | +22.9% |
| YTD | +18.6% | +22.2% | -3.6% | +12.5% |
| 1Y | +22.5% | +25.4% | -2.9% | +14.7% |
| All | +22.5% | +26.9% | -4.4% | +14.7% |
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