+32.8%
NET vs TMO
+27.8%
+5.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -7.0% | -1.4% | -5.6% | -6.7% |
| 30D | -4.8% | +6.2% | -11.0% | -5.9% |
| 3M | +3.8% | +27.5% | -23.6% | -2.1% |
| 6M | +50.0% | +20.0% | +30.1% | +42.5% |
| YTD | +41.5% | +6.1% | +35.3% | +39.4% |
| 1Y | +32.8% | +25.8% | +7.0% | +30.3% |
| All | +32.8% | +27.8% | +5.0% | +30.3% |
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